Well I know how to create a slice and then edit that slice to point to a webpage, but then what format should I save the image as so that the links will work in the saved file? I assume I will have to go through Save For Web And Devices (I use Photoshop CS3) and then what? Png, JPG, Gif? And save as Images Only, or do I need to save under one of the other options?

If someone could help I would be very happy

You can use 'Save for Web" option for saving images infact you should always use that option whenever you want to put your work on web or on other removable device , this option saves the file with high quality but with some compression of size . For file type , you can use any of them but I would recommend you to use PNG since you are using shadows and rounded corners in your sig

Thankyou Asher Now I can make some sig ideas I had  

Make sure you use PNG 128... Other looses a bit of transparency...

png 128?

I've never seen a png 128.

I use PNG-24, since it appears to be the best option on the "Save for Web & Devices" dialog.

a notice when you use PNG image: IE6 don't work with PNG image (transparent)
you should hack IE if you want to use PNG image !
With Google you can find more "code hack IE" !

Why hack IE6 when you can just use IE7... or better yet not use it at all and be happy with FireFox or Opera

With an IE6 hack, he means special code you put in your website as a webdesigner to make your website look well in Internet Explorer 6. So it's for people who are using Internet Explorer 6, it hasn't got anything to do with your own browser.

Ohh! Thankyou for helping a small newb in the world of web development