Right click and save some of the avatars above or you can make your own. Remember to RENAME IT. An avatar must be a gif image. The file needs to be named "avatar.gif" and must be no bigger than 50 x 50 pixals. Use the least amount of colors to keep the file weight down. 16 colors has the least weight, 250 the most. You might want give it a transparent background so it can be seen through when it overlaps another avatar.
Once you make your avatar graphic, place it in the dswmedia folder next to the Shockwave system player (the dswmedia folder might not appear to exist by default, but might need to be created). The system player is located in the System:Extensions:Macromedia:Shockwave folder on the Mac, the Windows\System\Macromedia\Shockwave folder in win95/98, or Windows\System\Macromed\Shockwave 8\DswMedia folder in win95/98 (Updated info), and the WinNt\System32\Macromedia\Shockwave folder on WinNT.
When you log onto a chat, your avatar is propagated to all other participants for that chat session only. Once you log off (or they log off) it dissapears from their system. Your avatar is yours and yours alone to create and control, so there is no set standard for naming Flash frames, etc. The only thing to bear in mind is that your avatar is sent to everyone (and theirs to you as well) each time you log on, so keep it small in size (the default netBuffer size for the MU server is only 16k anyway). The avatar I have for myself currently is 889 bytes. Also, keep its dimensions small. There will be an imposed size limit of no greater than 50x50 pixels, so the avatar will be scaled if its too big, meaning if you make it bigger, you're just wasting bandwidth.