For @Thile, when you register the game on your PDX account (notice all the badges that us users have), the avatar selection will appropriately expand. Note that registration of all the games on your account may take a while, because this is basically a background task on the forum software (that is to say, come back the next day and you might see the badges show up, which at that point you can select the avatars).
How do I do that, I am not used to play games that you register like that
I bought the game and choose steam as download thingie