gpg help, please

[Michelle Caisse]

Following the instructions at 
http://www.apache.org/dev/publishing-maven-artifacts.html, I have 
downloaded gnupg and run

   mvn clean install -Papache-release
I get a gpg error:

   gpg: no default secret key: No secret key
   gpg: signing failed: No secret key


How do I configure gpg or point it to a default secret key, or whatever?

Thanks,
Michelle