The picture on the left hand side, underneath your user name and details, is called an avatar. To create an avatar, log in and go to your profile (link is under the banner ad). At the bottom of your profile page you will see the avatar control panel.
Only one image can be displayed at a time, its width can be no greater than 150 pixels, the height no greater than 200 pixels, and the file size no more than 59 KB.
You can upload an an image directly from your computer, or save it to the web somewhere as nukepower suggests and add the URL. You can always change it by deleting it and upload another.