Either sending, replying or fowarding, the autosig works for me.
Setup depends on whether you are using BB Internet Service or Enterprise Server.
If you are using BlackBerry Internet You need to login to your account via your provider on a web browser and setup your autosig there. On T-Mobile for me, it's under the settings for T-Sones, the BlackBerry Internet E-mail.
You won't see it added on the message you are sending UNTIL it is sent.