Since you've given little to no info about what you've tried to do and what the sig is, I'll just cover the most likely scenarios.
1) The signature is too big. Pictures or text over the allowed limit will not be shown.
2)If you uploaded it to the site from your own computer, you need to include the code [sigpic ][/sigpic ] (without the spaces) in order to see it.
3) If you are linking to an external source, the code should be [img ]http://www.balh.com/pic.jpg[/img ] (again without the spaces).
4) Make sure the image is in a format the site recognizes: .jpg, .gif, .png.
If the problem isn't one of those four things, you'll need to provide more info about what you did.