Okay, here's what you do. You go to the thread that you want on your signature. When you get there, go to the top where it has the name of the thread and a little green folder to the left of it on the same line. Then you highlight only that line and right click and copy it. Then you go to edit your signature, right click and paste and voila, a shortcut to the thread on your signature. You can also copy it onto a reply to a thread, a VM, and a PM. I will use your profile's address as an example:
Feathing's Profile