First you need a GOOD program like adobe photoshop cs3, cs4 or cs5 (all are good, but cs5 is the best) Dont use something like paint or gimp, of course you can make signatures with them too but they are best with Photoshop
Then I suggest to watch videos from youtube and get skills.
Making signatures all the time doesnt make you a good picture maker, best way is to try different effects, creating stuff etc (example glowing text effect)
Slowly you get skill and experience. After few weeks/months you are good as Arne