It's called an Avatar. click "My Home" then "Edit" on personal information. Then place the URL link to the image you want to use on the Avatar settings.
you can upload to Photobucket.com for free, just make sure you image is 80x80 pixels or smaller. It would also be wise to avoid anything with a lengthy animation too, since it is discourteous to those who are browsing on slow connections.
Wait... What is the URL thing? 
1st post, Noob to Forums, How do i get a picture on my profile or whatever?