As far as I know there's not a problem with avatar change. I just did mine briefly and it worked fine. No one is pre-approving avatars prior to allowing them.
The difficulty may well be in the browser being used. Some browsers don't work well with the MS site software. For those of us who use a Mac, Safari is notably bad. IE can also have some issues. Firefox seems to work best, but even with it there are some problems.
“Life’s journey is not to arrive at the grave safely in a well preserved body, but rather to skid in sideways, totally worn out, shouting ‘Holy ____…! What a ride!’” ~Hunter S. Thompson