Right click it and save it to your computer, you then need to upload it to a photo hosting site such as photobucket.
http://photobucket.com/ if you don't have a photobucket account, it's easy to set one up, anyhow after you've uploaded it to that, you go in your controls (which is above this post) select edit signature from the left hand side and copy the [img ] tag from photobucket and paste it into your sig.