Hi,
I recently added one. I did it this way:
1. Click 'Quick Links' at the top of the page and select 'User Control Panel'
2. Select 'Edit Profile Picture' or 'Edit Avatar' from the list down the left hand side of the page.
3. Select Custom or Upload and then Browse to select your photo from your computer.
The Avatar is the little picture that will appear under your name when you make posts and the profile picture is a bit larger and appears on your profile page. I had to do a bit of image re-sizing to make the image small enough to upload, I don't have a graphics package so just used Paint.
I'm not an expert by any means, there may be an easier way to do it. It took me a bit of clicking around to get my photo uploaded.