In the light blue banner just above the threads area (what you are reading now) is a link on the right side that reads "My Profile" (along with links that read "Forums" to the left and "Search" and "Members" to the right)
Click the My Profile link
At the bottom of the resulting page is a link for "Edit Profile".
Now there is a text box for entering your Sig.
The next questions os what do I put it that text box.
If you ask it, I will attempt to find the thread that explains some of it.
Near the top-right of each forum page is a series of links...
Forums My Profile Search Members
Click the My Profile link. That takes you to your profile page. Near the bottom-left is a blue link Edit Profile. Click that link. A new page appears where you can edit your signature (among other things). When finished, click the Update Profile link, again near the bottom-left of the page.
Edit: Looks like we were posting at the same time Semper.