I'm not sure exactly how you did it, but when you want to use an image on a website, you have to right click it, look at the file's properties and copy the url from there.
It is recommended to use a website that is an image host, not just link to any website that happens to have the image you want to use. If the image is on a website that is not a dedicated host, you can upload it to a dedicated image host website, such as Photobucket or Imageshack.
You can transfer the image to the image host in two ways: First download it to your computer and then upload it to the host. The other and perhaps easier way is to simply upload it to the host directly from the source website. Imageshack has an easy way for this, you just click the "url" checkbox as source and put the source url there.
You don't need to link the avatar from a website, you can upload the image to the forum itself if the image is on your computer. I suggest trying this first.
You know how to save an image from the internet onto your computer? Right click the image and save.
Don't worry about being a novice!
Happy Thanksgiving! We don't celebrate it here, but thanks anyway.