There's a passage in one of Paul's letters (I'm being lazy and not looking up the passage) that talks about a certain thorn in his side.
It is a sin that he struggles with constantly. He never says what it is...it could be anything. All we know is its a sin.
He says that as much as he wishes this thorn to be gone, he is grateful for it...WHY? Why is he grateful for SIN??? Because through his weakness, God's strength is displayed.
Now, I'm not saying go out and sin and let God be glorified =p
I'm just saying that everyone struggles with something. For me, it was sexual morality I struggled with. No matter how much I tried, I always fell down. It was always painful and I've paid the consequences of it. But I have to say - I never really did anything wrong (not bad enough to really feel consequences from God) until the first time I did something sexual. And through the process of breaking down in confession and asking for forgiveness and going through that healing, I never really understood what Grace was.
And I think that for a lot of cradle-christians (christians from birth), they have a very limited idea of Grace until they mess up like that. And I understand what Paul meant.