There is a bar towards the top of the screen. The first thing listed on the bar is "User CP". Click that and then look on the left hand side. There is a list of things...about halfway down there is an option to "Edit Signature". Click that and a window will pop-up with a text box for you to enter your signature. If you want an example of what to put for your signature, look at either mine or Mark's.

This will automatically be placed at the bottom of each of your messages.

If you need further instructions, PM me.