This is a fairly common question from new website owners.  So, does it help?

Well, the answer is two-fold. 

If the domain has page rank, then many times a signature will help your own page rank.

But, if the site uses the rel=no follow tags in their comment section, which is not uncommon, the link will not help you in the least. 

In fact, there are some cases when you should NOT be dropping links.  I’ll discuss those on Monday.