Select the Path tool (left). Click on two different spots to make a line.
Step 2: Shape the path
Click and drag the line to create a curve. You can change the degree of the curve by clicking and dragging the little squares that now appear.
Select the text tool (left). Write the required text and click 'Text along Path'. You can clear the text box once the text has appeared on the curved line.
Step 4: Select the text path
At the top of the image window, select Dialogs, then Paths. Right-click on the text path and click 'Path to Selection'.
In the image window, select Layers, then New Layer. Select the Bucket fill tool (left) and click on the image window. Your text should now look something like this:
Step 6: Rearrange the layers
Open the Layers dialog box (Dialogs>Layers) and drag the layers into the correct order. Alternatively, you could right click on the image, select Layer, then Stack, and rearrange using the options there.
Step 7: Flatten image
Before saving the image as a .jpg or .png, you need to 'flatten' it. In the image window, select Image, then Flatten Image.
Step 8: Save the file
So far we've been working in Gimp's own image format, .xcf. At this stage you'll probably want to save it in a different format for web or print use.
The finished product!
Don't ask me why it's so complicated, it's one of my pet hates of image editing, but I hope that works!