After you made signature, that you dont so sure to save it and thats all,
you can do this:
1)Make signature
2)Save it first as .PSD
3)Before Close the signature window and photoshop , click again Save as JPG/GIF/ETC
Now you got PSD+JFEG/GIF/ETC file
PSD=can see all layes [.....]
JPEG= can see sig