Naw, you're not stupid. Stupid people don't ask for help.
Did you create the banner?
Did you copy the entire "bb code" line into your signature box?
The code line should look like this *[img]*http://www.smokewithoutfire.co.uk/banners/19191.png
Minus the asterisks, I had to put them there, so the code and not the banner would show in my post.
If you did all of that and it still doesn't work, contact AngusATAT.