No, that's just the thing, no error messages or anything that could explain it.
If I select 'I have my own pic;" and I select the avatar, it will appear on the page and then I click the Change Profile button and then nothing. I see a broken link icon where it the avatar should appear if I look at the summary page in the Picture/Text area.
If I try uploading the file from 'I will upload my own picture', I can select the file and the filename appears next to the Choose File button. I also see a broken link icon where the avatar should be on the summary page and my posts.
I thought the problem was the avatar itself that maybe it was too big pixel wise or the file size was too big, but comparing the size compared to other avatars on the site, it is well within specs.