I'm pretty sure even before I assign them, they've already got the Red 5 next to them. Unless like dedelman said you sign them on the day before the draft. Is it after the roster freeze? I don't remember.
If you're signing a minor league free agent and you think they're good enough to be selected in Rule 5, then either be prepared to lose them (remember whoever claims them won't be able to stash them in the minors either), put them on your 40, or give them a multi-season big league contract (in which case they don't have to go on your 40 right away.)