Well, there are many image editing programs you can make your banner in, and if you want it to display, you have to host it on a site like igamur or tinypic.
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And after you've made the banner and uploaded it, to put it in your signature, put the [img][/img] tags around the URL, with the first tag without the backslash in front of the URL, and the second one with the backslash behind it.
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Just in addition to the above posts, in case you don't know how to edit your signature, go to Profile, then click on Personality and you'll see a box where you can enter in your signature.
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