Hey I had an animated gif which I got from a free site, but for some reason whenever i close the window from which I took the gif it stops showing up in my sig. I hope I'm explaining this right (me not good with computers)

in other words, I wrap the url for the gif in the IMG thingies, and it shows up for a while, but then if I close the window and re-open it it won't show up anymore I just get the red x, even though the same url is in my signature box.

I also took my new avatar from the same site, but its fine.

You probably need to host it. Even though your avatar came from that site, when you submitted your avatar to DA, it was automatically stored on DA under this URL:
http://www.discussanything.com/forums/image.php?u=3963&dateline=1117436892 = http://www.discussanything.com/forums/image.php?u=3963&dateline=1117436892

However, signatures are different. You were seeing it before because it was stored in your browser's cache. It's not showing up because the site you got it from doesn't allow remote linking.

The solution is to just get a photobucket account. As long as the gif is under 250k in size they'll host it for free.
http://photobucket.com

thanks a lot dude!

No prob.