In the Photos section in Edit Profile you should be able to either add a new photo and set "Make Profile Default" to Yes...OR...click a photo to edit it and click the "Make Profile Default" link. Sometimes your browser won’t refresh right away and will still show your old photo. You may have to remove temporary internet files if your browser stores images in cache...they do that so you can browse web pages faster.
If you are trying to click "Make Profile Default" and it’s not working for some reason, please let me know.