I would just tell them to go join a group and then they'll see that it joins as their personal profile.
You can also refer them here
http://www.facebook.com/help/?faq=13622
I'd point them specifically to this text:
Additionally, when you take actions on your group, such as posting on your group's wall, these actions will appear to come from you as an individual. However, if you post or take other actions on a Page you own, it will appear to come from the Page.