Well, first of all, you need to understand that movies/.GIF files exist out of different frames, differing a slight bit per frame. All together this makes a 'moving' something.
So, you'll need to have different frames to make a 'movie' in a sig.
.MOV files are pretty handy getting those frames from. This is because .MOV files open in QuickTime (correct?), which allows you to go frame by frame (well, not totally, but kinda).
For example, if you open a
Trailer (Clickeh) , wait till it's loaded, and select a nice scene. Then, pause it, and then you can go 'frame by frame' by tapping the arrowkeys. I don't know if there is an other way to do it, but then PrintScreen the frames after eachother, and make this into a signature.
Hope it helped you a tad bit, butI can't help you any further. Also, I don't know if this is the best way, but this is the only way I know. You could ask Jack(thehammer), as he seems pretty good with movies in signatures.