The same as the friend down here. But for me, pics from Tumblr don't work. If that happens to you as well, save the pic and upload it to Photobucket - for example - and copy the link from there :D

Hi!

ON TUMBLR
Look for images in tumblr.com that you want to make your avatar then copy the link.

ON AFF
You should click "edit profile", scroll down and you'll found "profile picture". Paste the link of the picture then click save.