http://live.xbox.com
Login using your GFWL email and password (Windows Live ID)
Install Silverlight (if not installed)
http://live.xbox.com/en-AU/AvatarEditor
Create Avatar
Create Gamerpic
Enjoy
if you have a xbox, dont worry.
Open Xbox Guide (center button)
Recover Gamertag
Enter the required Feilds (Gamertag, password)
Download profile
Edit avatar
simple.