Oh no it's fine. If you're using Internet Explorer you right click, hit properties, look at the bottom of the window and you'll find the image url. Copy it (which might require you to move the cursor across to get all of the code; it's best to check), go to your user CP, Go to "edit signature", look in the post box for a little landscape like image, click it, paste the url, and press ok.
For Fire Fox just right click, "copy image location", and follow the same instructions when you go to your user CP.
I think that about does it. Long winded, I know, but I just wanted to go over it step by step just in case.