Why do I have a liitle grey figure instead of a picture next to my UserName?

That little picture is called a gravatar and you can get one associated with the email you have registered in your user profile by visiting http://Gravatar.com. After you get that setup it will automatically update and the grey figure will be replaced by your Gravatar!  If you do not want to use Gravatar, and you do not have pictures of your own, or means by which to apply, such as any online photo presence, please contact Leslie.

I want to put Pictures in my posts – but how?

Click on the add picture icon in the Visual editor, it will open a dialogue box and ask for the url of your media. You will need to have the picture on your own web site or on Flickr or some other photo hosting site and copy that link here. For example http://example.com/myphotos/pictureofmarket.jpg