They don't move on signatures because you probably have them saved as JPEG files. If you want them to move, you will have to save them as GIF files.
If you can fit the GIF pictures onto one GIF file, you will be able to use it as a sig, as long as it is within the limits of KMC, which is not much. (30 KB!)
You need an animation program. So far as I know, you can't save animations in Photoshop.
And next time, ask for any help in this thread: http://www.killermovies.com/forums/f76/t300891.html