I use Swish but I think most "Flash" programs work in a similar way, its just that I have found Swish to do what I need and havent needed the extra features that macramedia has.
I have recently started using SwishMax which has a few more options than the original Swish did.
That Sig was done a long time ago when I had only just started using Swish and I wasnt an Admin back then and I havent had the time to make a new sig for myself as I have to answer a lot of questions these days
You may want to look at these as a couple of examples of what even a novice with flash like myself can do :
This one looks better if you reduce the window it opens in to a size about a quarter of the screen.
Place your cursor over the central area of the sig and listen to it then click on the spinning planet on the right side.
Click on the object that replaces the spinning planet to return to the original sig after you have heard the second sound
http://www.sandrataylor.dsl.pipex.com/clive1.swf This one was my Xmas sig and has 3 different sounds in it, place your cursor over the chimney for sound 1, my name for sound 2 and on merry christmas for sound 3
http://www.sandrataylor.dsl.pipex.com/sandra.swf