You wouldn't use either in your example. It should just be, "I heard from the rumours that..." If you add an extra word, it's either redundant, or another word in the phrase becomes redundant. To use the words: "I heard the rumours say that..." - about the content of the rumours. This is news. "I heard the rumours saying that" - about certain rumours which have news you already know about. This use of "saying" begins a participle clause, and gives more information about which type of rumour you mean.

:) thank you

Peachey has a good answer. From a different direction you can say "I heard from the rumour mill that ...." ..... I heard a rumour that ..." ....