I've seen lots of sigs this style floating around...

[sconethief]

like the ones this guy has
Where do you get em/make em???? could ya please help a bro out??

 

[strata8]

It's called a userbar. I think there's a site that has a collection of them.

 

[Frederica Bernkastel]

It's called a userbar. I think there's a site that has a collection of them.

Userbar.com
When you get loads, then go to ubdesigner.com/ and they make it animated.
Then you need to host it somewhere... and your done!
In terms of making them, use a layer control and its 4 layers.
1st layer (top)
"glass effect" layer, its the shiny bit. Transparency.
2nd layer:
The Text layer: this is the text, it NEEDS to be small and white with a black border
3rd layer: the image layer. transparent image goes here.
4th layer, the base/background layer.
Its where the background pattern/color goes.

Here are the ones I made:

hope I helped!