Well I don't really know what's happening for you, so I'll just give you the step-by-step How To Upload A Picture spiel.
1) Go to your profile.
2) Above all of your profile stuff there is a gray bar with all sorts of options. Scroll over "Photos" to make some photo-type options appear. Click "Upload Photos."
3) Click the "Browse" button to select a file from your computer to upload. The image must be on your computer. Don't enter a link to photobucket or imageshack or what-have-you in there. It won't work.
4) If you followed these steps your photo should appear under the message, "Photo Uploaded Successfully!"
Let me know if this works for you. If not, tell me what you're doing exactly so I can figure out what the problem is
.
EDIT: It occurred to my that you might mean your avatar. Here's how to set your avatar.
1) Go to the
forums.
2) On the top left of the screen is a blue bar with links. Click "User CP."
3) On the left side of the screen is a menu bar with a slew of options. The third group of them is "Settings and Options" and in there is "Edit Avatar." Click that.
4) Here enter the URL of your hosted image or upload it from your computer. Make sure it follows the rules on size. No more than 200x175 pixels. Select your file and upload. Presto!