If you follow the steps in the video, you have done it correctly. Any delay in the display of your new avatar is out of your control. Be patient.

If you get an error along the way, please make note of what it says, what screen you were on when it appeared, and what browser and operating system you use. (Windows Vista? Windows XP? Mac?) That will halp troubleshoot it. "WP won't let me do it" doesn't give useful information.