I'll just add two things to Skeme's directions.
1) The avatar link has to be a URL for the image in question that is accessible from the public Internet. In other words, you need to have it hosted on a Web server somewhere. Many people here use
ImageShack to host their avatar image.
2) Keep in mind that the 2+2 forum serves up the image as 80x80 so if your avatar GIF is not that size it will be shrunk or magnified to become that size. If your image is not square, it will become skewed. If you want tips on using MS Paint to manipulate your GIF, say the word.