There could be several reasons why the image is being saved as an attachment.
1. Check the image file extension. I the signature image is not a .JPG or a .GIF lease convert as these are web safe file formats.
2. Check the size of the Image you are sending. i do believe the standard picture size of a signature cannot exceed 100 pixels by 100 pixels.
Some additional information has been provided. hope this is found useful.
http://www.ehow.com/how_5342133_prev...tachments.html
http://www.howto-outlook.com/howto/signatures.htm