Check out your profile (one of the grey buttons at the top). There is a box there for an 'external icon' - the picture that shows up above your name on each post.
You need somewhere to host the image too - I use photobucket.com but there are alternatives. Enter the URL for the hosted image in that box and BAM, you're in business.
Any problems, just PM me or one of the other 'nice guys' in this thread (Bill Aurion or Pro666 come to mind).
Someone should start up a PGC newbie guide, instead of repeating this question every now and again. Just a thought