Instructions
Open the "PlayStation Network" menu on your Xross Media Bar. Highlight and select "Account Management." From this screen you can adjust your account information and PlayStation Store transactions.
Highlight "Account Information" and hit "X." Scroll down this list of options until you see "Avatar." Open the "Avatar" menu.
Use your directional arrows to scroll through the available avatars. You can sort avatars by theme by opening the drop-down menu and selecting a theme filter.
Highlight your new icon, press "X" to select it and hit "Confirm" to finalize the process.