The one that shows on your posts is called your avatar, and this is different to your profile picture. This confused me when I was new hear, I had added a profile picture and couldn't work out why it didn't show on my posts.
In the purple bar near the top of the page choose 'UserCP', then a list of options appears, about half way down that list is 'Edit Avatar'. Click on Screen Shot to see it. 'Edit Profile Pic' is higher up that list, but that image only shows on your actual profile.