Let me rephrase that: Its unnecessarily complicated and risky to use brainwallet when signing(!) a message. Just use your client/service.
Now that I agree with, especially since most people would need to open their client to obtain their private key anyway. I guess they could use a brainwallet passphrase or something like Vanitygen instead to generate private keys but even so, they would still need to fire up their client to make transactions.
using c-cex
So here is what you need to do, download a wallet
https://bitcoin.org/en/choose-your-walletThen withdraw your coins coins for C-cex to the receiving address in your wallet.
Then use the sign message option in the wallet.
This would be the best approach to take if OP just wants to prove that he controls the coins in that address. On the other hand, if OP wants to prove that he owns the actual address in question (e.g. perhaps he is the owner of an account linked to that address which has since been compromised and he needs to prove that it's actually him) then it wouldn't work. His only option then would be to ask C-CEX for the private key and I seriously doubt they would grant such a request.