The browsers are caching the image (storing local copies of them) and only check the webserver from time to time to see if the image has changed. Eventually they will all catch up.
Yup, that's about the top and bottom of it.
Part of the site speed-up is image caching. Because most of the site images don't change very often, they are set to be cached in your browser for 30 days - after which time the browser will get a "fresh" copy from the site next time you're on.
Because people's browsers will be refreshing at different times it'll take a while for them to catch up with the change, so everyone will see the "new" avatar at different times.
To get around it you can forcibly refresh your browser cache by pressing CTRL+R (Internet Explorer) or Shift+CTRL+R (FireFox).
Cheers,
Shaun
