First, fill out your Profile in the message forums section of the website. There really are two parts to the website, the main section with news and information and then the message forums. The "Your Account" link really doesn't do anything for the message forums (sorry).
Once you have filled out your profile signature, you'll see an option for "Always attach my signature:" (also on the profile screen) and then each time you post the "Attach signature (signatures can be changed in profile)" line will be checked.
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