Hover your cursor over the 'Profile' icon (the icon to the right of the black semi-circle) on the uppermost navigation menu, then click on 'Photos' in the drop-down. In the 'My albums' section, click on the album titled "Your Username's Photos". In the 'Main' section click on 'Organize'. Then in the 'Organize' section, simply click on and drag the picture you want as your main profile photo so that it is the first one on the left of the top row of the 'Organize' section and that is it. It should now be your main profile photo. Simple isn't it?
To delete photos, instead of clicking on Organize in the 'Main' section, click on 'Manage Photos'. Then in the 'Manage Photos' section, check the box in the top left corner of the photo(s) you would like to delete, then click on the 'Delete' button underneath that section.
To add photos, in the 'Main' section, click on 'Add Photos'. Then in the 'Add Photos' section, select 'Regular' in the 'Choose Uploader' dropdown, then click on 'Choose File' and browse to the photo you would like to add. If you would like to upload more than one photo at a time, click on the plus sign in the green circle. Check the box that says, 'I have the right to distribute these photos' only if you are sure that you do have the right. Underneath that you must fill out the fields marked with a red asterisk then click on 'Submit'.