Smoke

That's Megaman.exe, from megaman battle network. Hell no. That's Megaman X drawn in the Megaman Zero style. EXE looks a lot different. Let me educate you with a pic: Although the colors are different(This is a prototype toy), and he's in the Woodshield style in that pic(Different shoulders), that's what Megaman.EXE looks like. Note the symbol on his chest and the way the helmet is shaped. EDIT: Additional pic added: Although SD, this shows how the colors on Megaman.EXE look.

You forgot the http:// part.

The PHP bit I know nothing about, but I think someone should have a template on a site somewhere... As for file renaming, that's a basic windows thing .

You don't. You make a picture that ends in that extension. Although you could always change the extension on a .html file with file renaming. If you wanna do the rotating sig trick, you need to do a bit of PHP coding(Ginnsu has something like that in his sig, displays random quotes from the Quotebot), not HTML stuff.

Nope, that's definately the Brinstar theme. Plays when you first enter that area. Fire up your copy of Super Metroid and go check.