Marmi, they are two different things, two (usually) different pictures in two separate locations.
The profile picture can only be seen when someone clicks on your username.
Your avatar picture will show up on every post you make.
To select a ready-made avatar image...
Click on UserCP
In the left hand column under 'Control Panel - Settings and Options' click on 'Edit Avatar'.
In the main body of the page click on the 'Avatar Category' down arrow.
This shows a drop-down list of the many avatar galleries.
Pick a gallery, scroll through the avatars, then click on a ready-made avatar of your choice.
At the bottom of the page, click on 'Save Changes'
or
Use a custom avatar
You can upload your own avatar direct from your PC. The picture size must be no bigger than 80 x 80 pixels.
To do this, on the same page towards the bottom, click on 'Use Custom Avatar'
Click 'Browse' and this will bring up a 'Choose File' box which is the link to your PC and stored pictures.
Select your picture, and click 'Save Changes' once.
I hope this helps.