It's not instantly, it can take up to several hours. While you wait you can always check if you've followed each step by going to the Gravatar Support Thread.
Did you read through that thread Scrax linked? There are some common issues. Main ones seem to be fiddling with the rating/maturity settings, and using all lower case letters for your email. It uses the email address to match and it has to be all lower case when you put it into Gravatar.
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http://img5.imagebanana.com/img/uopke5df/Noavaforme.PNG
did i anything wrong?
EDIT: and i alrdy clicked for at "Aktivieren Sie dieses Gravatar"(Activate this Gravatar)