It's known as an "avatar".
Firstly, please make sure the picture is only about 120x110 pixels max size, otherwise I'll have to resize it.
Go to your user profile, then find the "avatar control panel" near the bottom.
You can then either:
- upload the pic from your harddrive
- upload the pic from another website
- link to the pic on another website
If you get stuck, let me know.