To make a blockquote without a box, you simply type your text, then highlight it, then click on the Quote Mark button. If you look at your Edit HTML tab, you’ll see the HTML for a blockquote is <blockquote>This is some quoted text.</blockquote>
To spice up your quote you may want to add a shaded box so it stands out on your page more. To do that, copy and paste this code into your Edit HTML tab (not your Compose tab).