Using URL tags, which are the same as any other tag but with URL in them.
I can't figure out a way to make this sound simple, so I'll give you a demonstration? Go into your profile to edit your signature, it'll be on the left hand side. Type URL tags into the signature box. They will look like this: [url ][ /url] but without the spaces. Make sure you have your thread copied. Now, go click on the first tag after url and type =YOUR LINK. Replacing YOUR LINK with well, your link. it will look like this [ url=YOUR LINK] but with no spaces. Next, between the tags type whatever it is you want to appear in your signature, lets' take your story as an example. You would write The Carpenters between the tags, like so [ url=YOUR LINK]The Carpenters[ /url] without the spaces.
Here it is in action:
The Carpenters And voila, save your sig and you have a link!
EDIT: In case you didn't know, to actually find the place to get to your signature it's the second link in the profile page: Forum Profile Information. It'll be at the bottom!