The sad sign looks like you are making tears fall down your face. Take both hands with fingers outstretched, and pull them from above your eyes down to about chest level. With emotional signs such as sad, you should make facial expressions that match the sign. Make a droopy face with downcast eyes while you make the sad sign.
Emotion signs like sad are a great way to help deal with fussiness. If your baby is sad and you can acknowledge that sadness, it often goes a good way toward helping your baby feel better.
Helping babies work through being distressed is one of the hardest parts of being a parent. Sometimes signing, just to show that you understand how they are feeling, is one way to help your baby feel a little better.