It's quite easy, just double tap the place where you see the image of the current DP ( The blue MSN icon it would be, if you haven't changed).
there are all the usual Display pictures which is in MSN on Computer.
If you would like another pic, made by you, or just another pic its just to put it in the BEUP Directory under "AVATARS" on your flashcart.
i guess it has to be the right size, and .PNG format.