From the default page when you're logged in, you should see in the righthand corner a little box like this:
Except without my picture. Click that "edit profile" link to go to this page:
Scroll down to the where the photo section is and put in a link. It has to end with ".jpg" or ".gif" and be uploaded somewhere else, probably Photobucket or Imageshack are easiest. Just put in the link, scroll all the way to the bottom and save and you should be set.
If there are any other questions or problems, email me.