With a lot of sites, you can copy a link and use the sig that is hosted on their site. It is kind of frowned on though. Every time someone loads a post with your sig in it, the company you *stole* it from has to serve up the image up. So, you are stealing bandwidth from the company who's graphics you took.
Many sites block against that kind of bandwidth theft. You can however copy the pict and host it yourself (assuming there is no copyright or plagerism issues).
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"The object of war is not to die for your country but to make the other bastard die for his."
-General George Patton (1885-1945)