The problem is that people use programs use drawing programs such as Photoshop, or Adobe Illustrator. The programs can cost TONS of money (like $600 or something...) and it's not worth buying if all you want to do is make a sig. There are free drawing programs you can use for download on the internet.
The one I use is called Paint.net. I used this to make my sig. I can only say that this program only works on Vista, and XP. Now I can't tell you how to add those tiny videos to your sig, I dunno how, as far as my knowledge goes.
Anyways, you'll need to keep in mind there is a limit to how big you can make your sigs pictures. Some picture editing programs feature a crop tool, and the option to display the actual size of your picture so you'll know if it's too big or not.
So anyways, if you don't want any new programs on your computer, I'll tell you what, I'll make a sig for you. I'll need to find a way to send it to you or something. It's no trouble at all, I have plenty of spare time on my hands. And of course there are other people that are willing to give you sigs to use. If you want pictures of exotic Anime drawn women, ask Four Channel at his http://xboxamerica.com/threads/custom-made-signatures thread.
Sooooooooooooo... have a nice day, hope this helped.