Harry, I'm not sure just what you've tried, so I'm not sure what to tell you. Apparently you know to go to "My Home" and then click on "Edit Avatar" in the column on the left. Then if you're copying a url and then pasting it, did you first delete the start of a url that's already in that space? If not, you have a double http, and that won't work. And then what is the size of the photo you're trying to use. I guess you noticed that it has to be 120 x120 pixels or 19.5 KB or it won't work.
And if that doesn't do it . . . well, I'm a bit of a computer dummy myself, but we have a bunch of members who know what they're doing around computers and one of them will probably guide you better than I can.