If the file uploads successfuly (doesn;t return an error message), it is possible your computers cache has yet to catch up with the site.
Try pressing CTRL+F5, (or your system equivalent) and it should update your avatar for you.
Another way is to directly access the image, by going to
http://a.facdn.net/usernamehere.gif (replace "usernamehere" with your own username), if you see the paintbucket icon or an old avatar, your avatr hasn't uploaded/changed yet, if you see your new avatar then your cache needs clearing and it should update.
