[Knight of Gondor]

It's quite possible that the icon you're using is from a picture that is no longer available online. But otherwise, yes, go to My Profile and you can set it up there. If you like any picture on the internet, you can use your mouse to right-click on it. A menu comes up, and at the very bottom is a category called "Properties". Click on that, and the window that comes up will show you, among other things, the URL for the image. Unless the image is like, hyper-copy righted, you can copy that URL and put it in your window. You'll want to go with pictures that are meant for being icons, or that aren't too detailed. You'll also want to make sure they are entirely square...otherwise you get distorted images.

Check the FAQs if you still aren't sure.