IIRC (been quite a while since the wife's E4G was active...), you cant do it on the E4G without using a 3rd party text app such as Go SMS, Handcent, etc. If that's changed since I last used one, it should at least be similar to my Evo 3D.
Open messages > hit the menu button on the phone > select "Settings' > select "General" > scroll towards the bottom and check "Use signature". Under that, tap "Signature" and type your message.
It probably wont, but hope that helps.