You need to create a watermark and not really something some one can tell you to do as that would depend on the graphics program you use as every last one is different. Basically you want to create a transparent image in a gif or png based on what processor your using. For imagemagick you use a gif and for gd2 you use a png watermark http://www.reeftalk.com/gallery/data/watermark.png
Thats just an example i use on my site
Once you have an image you create that you like its pretty simple to fill out the options in admin and we can gladly assist you there if your having problems.