Hi Lara,
I assume that you already know to go to your 'profile' linked at the top of the page in the menu bar, and then to the 'forum profile and information' link on the right hand side of your profile page. At this point you can upload a pic from your computer using 'I will upload my own picture' - or you can put in a link to a picture on the web using the 'I have my own pic'.
Which method have you tried, putting in a link to a picture, or uploading one from your computer, and what was the problem? It sounds from your message like you might be using the 'my own picture' using a link to the pic - so the issue might be with the link. Others might have better ideas.