Hello, I am a TOTAL BEGINNER!! Ok, i downloaded the 2.2.1 SDK, but whenever I press "Build and Go" I get the error message

"CodeSign error: Code Signing Identity 'iPhone Developer' does not match any code-signing certificate on your keychain. Once added to the keychain, touch a file or clean the project to continue". I tried everything. I started a new, blank file, and pressed "Build and Go" but still the same error message.
I AM A TOTAL BEGINNER, SO PLEASE SPEAK IN SIMPLE ENGLISH!!!
Thank you so Much!