well if it shows up in your album, just copy the url code underneath it, and paste that in the avatar slot in your profile
or if it's not in your album yet, you can right click>save image as> then in photobucket upload to from your computer
or you can just right click>'copy image location'(in firefox) or in IE right click>properties>highlight the image location and copy it(ctrl+c)then upload from url in photobucket
photobucket offers code for displaying images in html, bbcode, and direct url links, as well as thumbnail code in html, and bbcode
they've also added a 'share link' that basically puts the image on a page with ads like imageshack does