You can't easily put a .gif inside a sig per-say without degrading the quality of the image. What tends to work better is having the majority of the sig as a .png, and leaving a gap where the .gif would go. You then save them as seperate images and mess around with formatting on-site to get them to mesh together.
If you want the .gif closer to the centre, in all likelihood you'll have to use multiple images.
Note, I'm no photoshop wizard in the slightest, my signature was actually made in paint before I added the gif.
Here's a copy pasta of the tutorial I used to make my very simple very rubbish little sig.
First download all 3 of the programs on this site: you will also need - ulead gif animator: Link
Here's a basic signature template to follow along for the first time with.
1: Open the sig template with photoshop - add your background - text etc, change colour of borders etc - everything except animation and save it.
2: Create 2 folders on your desktop - img and img2. Then open the virtuldubmod program and load your selected video. Find the part you want and set start point and end point with the little black arrows on the bottom panel.
3: Goto FILE - save image sequence, select the destination folder as img and change the output from tga or whatever it is to png - this will then save the part of movie you want in the img folder as lots of png images. Close program.
4: Open the easy graffic converter - click ADD - add directory and select the img folder. Click settings - change to exact size 100 x 100 and select destination folder as img2. make sure output is set to gif file. Click start. Once finished close program.
5: Now open the unfreez program - open the img2 folder - select all images and drag them into the unfreez program, save on desktop as whatever you want to call it. Close program
6: Open the ulead gif animator - FILE - open image and select the completed signature. then FILE - add image and select your new animation. it should make lots of frames of your signature with a piece of your animation in the top left corner of every picture. you will have to drag every image of the gif into the small frame on the signature - and make sure they are all lined up the same, then save as a movie not a gif. if you save it directly as a gif it will lose quality.
Finally delete all images out of the 2 folders on desktop - then repeat steps 2 - 5 and you now have your fully completed animated sig.
To make standard animation gifs from movies just follow the steps on the forum where you got the programs from - then open with any animation program - ulead gif or the animated side of photoshop - and add your own borders or text or whatever.