GIMP or Photoshop mainly.
Or MSPaint.
They just save the image, ('prnt scrn') paste it in their respective program and crop it until it's a decent size for the forum.
Then there's a tool in each program that allows you to insert text and you can simply put in your username.
Though you can simply make your own banner without having to crop much. Tons of tutorials on DeviantArt where you can learn how to do that.