It's a bit confusing having a profile button at the top of the page (which is used to set the sig) and a "My Account" link on the left menu bar (which contains an option for setting a sig, but it appears to do nothing).
Guess which one I've been fiddling with.
Anyway it seems to be working now, I should have looked in here weeks ago. But I thought I'd mention it in passing just in case it's the sort of feedback you're after (and to test that my sig's now working).