I'll assume that by "adobe" you mean "Adobe Reader", and that by "a document" you mean "a PDF file". As I understand things, you can only use the free Reader to sign a PDF file if the file has been specifically enabled by the author, and you have Reader 7 or newer.
Had a similar experience so here is the cure to my dilema:
1) Download the latest Adobe Reader.
2) Then create a new ID in the "Sign As" field. Follow the instructions on creating a new signature.
3) You need to create a new signature because there is now a "password" feature. This was created to better protect your PDFs from being signed by someone else using your name.
Hope this helps.