Your avatar didn't answer the door when I knocked, the house was empty when I peeked in the window, and the utility company was turning off the gas while I was there.
On a more serious note, make a quick html page on your computer that uses your avatar gif and check it with your browser. If it still doesn't work, the file may have been bugged when you copied it to your system the first time. Try grabbing a new copy, if you can, from a working page.
Oh. Check and make sure it still has the correct extension too.