Sign something, scan it. (or use a pen & tablet and just sign your name).
Once you have the signature in photoshop, create a selection/path out of it. You can then use that selection or path to define a new brush. (I forget the actual steps for this, but it should be easy to look up). Then all you need to do is select that brush and 'paint' it onto your image. You can adjust the opacity & color etc.
It's been quite a while since I used CS2, but in CS5 once you have created your signature, either by using the pen tool to create a vector path, or by just signing your name on a pen tablet, click on Edit at the top of the work space - and look for Define Brush Preset in the drop down menu.
By the way, CS2 will not qualify for the $199 upgrade price when Adobe releases CS6. Registered copies of CS2 do qualify for the $199 upgrade price for CS5.
I signed my name several times on a piece of paper and picked the best one I liked, then took a picture of it and uploaded it to Adobe Indesign CS4 to make a vector path and bring it over to Photoshop CS4 to start making my logo.