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In the episode of Doctor Who "Utopia" there's a message broadcast from it. The last thing we see is the rocket leaving and the Doctor running off back to Earth.

We know that the humans came back as the 'toclafane' to attack Earth

but what happened to them once they left in the rocket

and how did they end up as the spheres?

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The Toclafane were a creation of The Master.

After that rocket left, the Utopia did not exist, just a barren wasteland at the edge of space at the end of time. So in order to essentially "make a living" the humans linked themselves into a single child-like consciousness in order to prevent their further suffering. In order to do this, they evolved around these machines, becoming cyborgs and jamming their own essence (and heads) into it.

The Master found these beings using the TARDIS and influenced them enough to bring them under his own control.

A lot of it is never really shown/explain in great detail but this is the gist of what happened.

As far as where the signal came from, research isn't turning anything up but that Utopia itself was a rumour and that the signal was confirmed as non-automatic, therefore being manually sent out by...something. I'll keep digging if I find anything.

source

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So where did the signal come from? –  Liath May 22 '13 at 17:31
    
Although I can't prove it my suspicion is that the master travelled back and created the signal to draw in humanity for his own plans... –  Liath May 22 '13 at 17:39
    
It is a sound theory, but with unconfirmed proof unfortunately :/ –  TylerShads May 22 '13 at 17:48
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