Hiya!
Haha I see, you're not an idiot xD I didn't know at first either, someone had to tell me :3
This is how you do it:
1. Save the image on your computer
2. Upload it with an imagehost (like imageshack or tinypic)
3. Go to 'Settings' and then 'Edit Signature' (Should be somewhere on the left side)
4. If you uploaded the image, copy the link for forum images
(The one with the [img\] tags)
5. Paste that into the Edit Signature and you're done ^^
Hope this helps!