1) Edit your User Profile by clicking on the Edit Profile icon in the black bar above the site header (it's in the very top right of the screen; the icon you want looks like this:

2) Scroll to the bottom of this page and click on the 'Show Gallery' button.
3) From the Avatar Gallery Screen, select the category you want and click on 'Go'.
4) Select the avatar you want and click on the circle below your chosen avatar. Then scroll to the bottom of this page and click on the 'Select Avatar' button.
5) Clicking on the 'Select Avatar' button will take you back to the 'Edit Your Profile' Screen. To save your settings, make sure you scroll to the bottom of the page and click on 'Submit'.