As in an Avatar (Displayed Besides Posts, mine being midna) or a Profile Picture which appears on your profile page? People tend to mix those up. Either way head on up to the settings button next to "my profile" (top right of any forum page) and it will take you to another page.
After that on the left side of the page there will be a list of options. Under "My Settings" choose "Edit Avatar" (or "Edit Profile Picture" for the one on your profile page). That will take you to another page and from there you can enter the URL of a picture online to use or upload one from your computer.
"Note: The maximum size of your custom image is 100 by 100 pixels or 30.0 KB (whichever is smaller)."