Assuming you mean the custom header that you find under appearance > header then here is a blog post with a tutorial.
http://buddydress.com/2010/04/custom-header-tutorial-adding-an-image-and-changing-the-size/
Excuse just linking but it pretty much sums up easier than me saying to you what to do and hopefully will help as a reference.
If it’s not custom header just let me know.
Yeah, thanks a lot for your help Tammie 
Just remember that if you edit core bp files/templates, you will lose your changes (and will have to redo them) whenever you update Buddypress. If you really need a header image of a different size, it is preferable to disable custom header support in wp-config, upload your image, and hardcode the URL in a child-theme style.css.
Hey Tammie. Thanks very much for that video. I followed your tutorial and it worked perfectly. The only issue I had was the preview in the admin panel was using the old sizes but I managed to solve that with some CSS tweaks. Just need to figure out my adminbar problem now 
Thanks!
There seems to be something wrong with the custom header process with the buddypress theme. I set up images with 1250 × 125 pixel dimensions, but they are then cropped and expanded, so part of the image is missing and the resolution is lowered. Most frustrating. Has anyone found this?
I have seen it in the dashboard, but not when i preview the site.
Aaberg, you’ve replied to a thread which is 5 months old and which you do not state your problem. Please make a new post with full details so we can try to help, thanks.