Don't worry about it. =p
To answer your question, a sign and a message are different. A sign is displayed when you look over an "examine" area (like in the elevator machine room), whereas message appears on screen.
Do you know how to set up a .lang file? If not, then check out
this tutorial. (It's a bit down the page)
asTextCategory is the name "category" in which the text for your message can be found. It doesn't have to be anything in particular, it's more of an organizational thing. You could name it "bananas" or "messages" if you want. Now, asTextEntry is the name of the message that will display on screen. By that I mean entry name, not the actual text. Kinda confusing.
Imagine this hierarchy.
----.lang file
---Category (Messages)
--Entry (DoorLocked)
-Entry Text ("The door is locked!")
Thus, you would set up the function as such:
SetMessage("Messages","DoorLocked",NumberHere); //The last argument is the amount of time its displayed on screen
Anyway, look at that guide and it should make sense