Hey Elizabeth,
it's simple! You can do it. Check out my screenshot and do it step-by-step.
Maximize it by clicking on the yellow bar on the top of my image in order to see it better.
1) Click on "My Settings", it's located pretty much atop of the page within the grey bar.
2) Click on 'Edit Profile' from the purple menu on the left.
3) Where it says 'Select Your gender' click on the little arrow next to 'Male'. A list of options appears - well, there aren't many other options, select 'Female'.
4) Scroll down to the bottom of the page, there are 2 buttons, press the left one - 'Save Changes' and - You're done!
Hope that helped.