make sure the folder you specify to upload them to in your Admin panel is chmod to 777. Also, make sure you used a valid path when you specified the folder to use.
For avatars, you should look under Avatars > User Picture Storage Type and it will list where it thinks you want to store the avatars.
For the Post Icons (and Smilies), look under Post Icons (or Smilies) and Post Icon Manager (Smilie Manager), hit View, then hit Edit on an Icon (or Smilie) and see what path it thinks you are saving to.