If you're using windowblinds, the skin [you're using] may be set to "override user pic" which means the capability to display the userpic is not there..
For instance, if your 'top bar' is quite narrow ...the userpic will not fit inside it. If it's important to you that you display your userpic in the startmenu, perhaps choose another skin that does support it.
If there's room for the userpic included with the skin ...go into the "windowblinds advanced configuration" [dbl click systray wb icon] and look in the 'user overrides' menu, at the left. Choose "show usericon in startpanel if not domain" check it and click "apply changes"
Hope that helps..