The picture setting is either Avatar (which is the one which is shown next to each of your posts) or your Personal Photo (shown only in your profile. Avatar can be set only from 'My Controls', you can upload one from your PC, or choose one from the gallery of avatars (available from the Avatar page). Your Personal Photo can be set from either 'My Controls' or from the settings tab in your profile. Both the Avatar and Personal Photo are shown in your Profile.
To open your gallery you have to create an Album, you can do this from 'My Controls'. Once you've created your album and made a description etc. you can upload images to your Album.
Hopefully this helps a little bit, come back if you are still lost.

Alex
So I am happy.
I have ask quite a few questions today.