Well, does it show the background with the pict you want? Ok, when you press customize proflie, the first box that appears is the one where you should put the URL. I'll try to send you a pict of how it should work. In the meantime try and see if it shows the pict you want in preview.
Wait till you hear about rep, post count, exp and other stuff. It all gets well explained in the FAQs. Also we have a thread called "ask a mod" where you can clear any doubt like how to post link and vids.