You don't need to upload the photos to your album in order to get them into your profile. To set your profile photo, click the "Edit" link in the "About Me" section of your profile page. From there, you can upload a photo right from your computer, even if it's not in your album. Let us know if you have any problems.
Claire I may be wrong but I think stumblebumble is wanting to know how to post a photo for her avatar,(?)
I'm sure you can explain this much better than I could....