Wow, this is a great tutorial shorena! I think mods should sticky this, because every new user have to learn this basic thing before it's too late. I see a lot of users got hacked or lost password and they end up losing their account forever.
Blockchain.info -> Receive address -> Select address -> Actions -> Sign message
If you are a newbie, dont consider using anything else than blockchain.info.
Its a tad offtopic, but Ill bite. I would not recommend using blockchain.info at all, no matter if you are a newbie or not. Their service is constantly unreliable and/or offline. Blockchain.info offers nothing over a local wallet except that its accessible from everywhere, which is probably not a feature most people are looking for when its about their money. Even if its important than you can access your funds (or at least part of them) from everywhere, use an app for your smartphone.
Besides that, my impression is that Sethtabiah was talking about bitcointalk.org accounts, where a signed message can restore access to the account.