can anyone tell me step by step how to do it ( with pics if possible with a video )

Convert them to specific images, load these images as layers, and save as animated GIF.

But many people find animated sigs an annoyance.

Just open the gif animation you want in your sig then add your sig bg to each layer.
I think there is a script by FX-Foundry that does this for you btw.



Or it may be this one - not sure



I once saw someone do it with 3 animated videos.