Hello Tulkas! Welcome to P-T!
The pictures are usually refered to as avatars. You can read some helpful how-to's here:
How do I get an avatar.
Help and FAQ's
Basically:
1.Find a picture, 70x70 pixels and no larger than 8kB.
2.Make it into a .gif file. (Unless it's already a gif)
If you have a picture you want to use, but do not know how to do the above, just mail it to Amari’ or Rednell, and they will help.
3.Go to "My Account", "Edit your profile". Find the button that says "browse"(probably) and find the picture you want on your computer. Click "upload" and you are done!
Oh! Red was faster than me!

The links don't work like they should. Don't know why...