you can't just add it to it. it has do be done within the realms of a certain language and it's appropriate application(s) HTML, Java, etc. You might be able to attach it to a .gif, I'm not sure about that.
I didn't see that part. Please don't do this. Even if it's not on these forums, PLEASE oh PLEASE don't do that. Every time someone loads a page with your sig in it their processor and connection is going to have to bear the load of loading and playing your song. For people with slower computers it'll hang things up a bit, and for anyone and everyone else it'll be annoying.
as far as the sig. goes... hint: forums use a specific language... VBscript, HTML, etc.