To change your avatar, firstly you should click on the "My Controls" link near the top of the screen.
On the left hand menu click "Edit Avatar Settings". You will first see your current avatar, and depending on the permissions your admin has set, you will see the options to change your avatar. If all are enabled, you will be able to:
Select an avatar from the built in galleries
Link to a remote avatar
Upload an avatar
Afterwards, just submit the form, and your avatar will be updated.