OK, here we go. Do a search in the archive for 'pictures'. There, you will find this post from Alan:
Here's how I do it:
I have a Google Picassa online photo album. It's free from Google.
Upload your photo to Picassa - Mine is 207 pixels x 207 pixels in size.
Then, right-click on the stored image and a menu comes up.
Left click on "Copy image url"
Paste this into the "Avatar URL:" box in your Message Board box above the area where you type your message.
If it starts with "https" remove the "s"
Post your message, and your picture should show up alongside your message on the Message Board.
I had done all that, but hadn't removed the letter 's'.