When you right-click on the image, select Properties. The address that is in the properties area is what you need to use to get it into your signature.
If you have a photobucket or some other way to host the image yourself, you can save the image, upload it to your host of choice. Again, right click to get the properties of the image. Copy the address of the image.
Open up your User CP and got to edit my signature. If you click on the image button at the top of the box, you will get a prompt for an web address. Paste the address that you copied from the properties of the image. Click OK (I think that's what it is) and the script should now be in the box where you are editing your signature.
Click preview signature before you commit to saving it...just to make sure that it worked!
Hope that helps!