In case you're wondering, most of the signatures in this topic were made with such programs as
Adobe Photoshop,
Gimp and
Paint.NET.
While making a signature, be sure to stay within
the rules. Basically, your signature can only be 500x200 pixels and be a max of 60Kb, which should be enough.
Here's an example of how big your signature can be:

Once you're ready to upload your signature onto the website, check out any of the following websites:
Imageshack,
Photobucket and
Tiny Pic.
They'll let you upload your images (usually free of charge) which you can then place onto your Signature by using the signature control panel (Control Panel > Signatures or
click here).
Hope that helps!
~Darth