I just tried changing the file name of the avatar. It was saved on my hard drive with the name the forums generate. When I changed the name, it suddenly worked. No idea if this is actually the solution, but you might want to give it a try, Sa'areah Sedai. :D
I've got the same problem as Sam described in the openings post. Here's my original avatar. I tried changing it after the Zombie-themed thing, but it just disappears.
Oh, and I do usually take all the steps Azi lays out, it's not that. I've tried changing it in four different ways, now.