From your profile, under the "Modify Profile" heading on the left, select the "Forum Profile Information".
Select the "I will upload my own picture:" option and in the edit box below that press the "Browse..." button and locate the image that you wish to use. (please be mindful to make sure that it is appropriate, of course).
Press the "Change Profile" button at the lower right of the page.
All done!
Even if you already did figure it out
