That only works if you have the private key for the address, which most exchanges won't give you. What exchange are you using OP?
im not use exchange i use blockchain that give me full acces to my address
In this case you can just sign via blockchain.info directly and dont need to export your private key to sign and in the process might leak it to someone. Give this tutorial a try ->
https://bitcointalk.org/index.php?topic=990345.0#post_bciand tell me if anything changed, so I can update it if needed.
thanks
keep passing it around. The more people know about signing a message the better for bitcoin trading.