Do you mean the kitty in my signature, playing with the ball?
Click on it with your right mouse button and select "save image as..." or whatever the exact English wording for it will be. Then save it to the directory on your computer where you want to store it and click "save"
If you want to add it to your own signature, you should put it online somewhere: I usually use photobucket.com for things like that.
When you've uploaded it there, you can make a link to it to have it show up in your signature or anywhere else where you'd want to have it.
That's it in a nuttshell; if you need more help, please feel free to ask!