I want to have a permanent footer on my e-mail messages, which will go automatically onto replies and new messages.

Microsoft Outlook - HTML (signature picker)
You can only use two file types to include images with your signature. HTML and RTF.

For an HTML signature: 
- Choose Tools | Options | Mail Format. 
- Make sure the default format is set to HTML. 
- Click Signature Picker. 
- On the Signature Picker dialog, select the signature, then click Edit. 
- On the Edit Signature dialog, click Advanced Edit. This will open the .htm file for the signature in your system's default HTML editor. 
- Use your HTML editor's tools to insert a graphic. 
- Save the file and click OK until you return to Outlook. 
- If you don't have an HTML editor, you can locate the .htm file for the signature in your Windows\Application Data\Microsoft\Signatures folder, then edit it in Notepad to add an HTML image tag like this:

<img border="0" src="http://www.mywebsiteaddress.com/footerlogo.gif">
You can also use either of these techniques to add other HTML tags to your signature.

For an RTF signature:
- Choose Tools | Options | Mail Format. 
- Make sure the default format is set to Rich Text. 
- Click Signature Picker. 
- On the Signature Picker dialog, select the signature, then click Edit. 
- On the Edit Signature dialog, click Advanced Edit. This will open the .rtf file for the signature in your system's default RTF editor, Word or WordPad. 
- Use the editor's tools to insert a graphic. 
- Save the file and click OK until you return to Outlook.