1. Are you sure it isn't there? You have to leave your profile before you can see it.
2. Are you making sure that the file is saved as a .jpg or .gif, etc...?
3. If so, are you making sure that the file name is in the box before you 'update avatar'?
4. When I did it I had trouble the first time until I set my avatar, then logged out of the board and then logged back in....
Hope these help!