The message signing process is only to prove you own a certain the sending Bitcoin address.
You will want to sign the message right after you send payment. Once payment is sent, copy the bitcoin address you sent the payment from and copy the transaction ID to enter in your message.
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Hope this helps.
That's awesome, Thanks you should make a post in the technical support forum.
https://bitcointalk.org/index.php?board=4.0 n (ask for sticky status)
(One little difference between owning an address and proof you sent from an address. note the bold text above)
In line 1 - I would add Klestin comment below, as it may be hard to find the "from address" (and a note, you only need to use one of the from addresses.)
In your Bitcoin client, double-click the payment transaction, and copy the transaction ID. Visit
http://blockexplorer.com/tx/[your transaction ID]. On that page, copy the top "From address". Enter that in the top field under File->Sign Message.
Also I would add how to verify a message. (call me green but this was a hurdle for me as I had no idea what I was doing, I did not understand that: "The message signing process is only to prove you own the sending Bitcoin address" and I had to sent the address through e-mail or another medium other than the Bitcoin network, and the message verification was just a way of proving my message was genuine provided I kept my send address and message limited to myself and the other party.