Fantasmicrazy - These are called userbars, and Penguinsoda has posted a tutorial over in the Tech thread. There are three or four sites on the internet where you can find them, or you can make them yourself. After you find some that you like, you can either use the link provided on the userbar site, or you can upload them to photobucket or something similiar.
Just beware Fantasmicrazy, once you get started it becomes addicting. I have about 34 userbars so far. Not sure how many LDF has, I haven't counted his!
One cool thing about animating them like we have is you can have tons of them and they don't take up much room in your sig line. If you post them all seperate it uses a lot of space. If you ever have any other questions feel free to PM me if ya want too!