Ok:
1)Click on your name. This should take you to your profile at geocaching.com.
2)Near the top there will be a link that says 'Edit your profile'. Click on it.
3)In the box that says My Profile, click the 'change' link.
4)In the box that says Profile Details, There will be another box that says Forum Signature. Type your chosen signature into this box.
5)Scroll down to the bottom of the page, where the button that says Save Changes is, and click it.
One more thing, when you are posting, down where it says Post Options, make sure that the little box saying Enable signature? is checked. Hope this helps!