Here's how I understand it. We all sin, period. Because of this our sins must be atoned for either by us in hell, or by Jesus on the cross. Jesus takes on the sin of the world thus allowing us to enter heaven without sin.
I've got another question to pose that follows along these lines. If Jesus died to cleanse our sins, why does it matter if we believe in him? It either happened or it didn't, why should it matter if you believe he took our sins or not?