This page:- http://www.arduino.cc/en/Tutorial/BlinkingLED Is a constant trap for beginners, it says:-
We have added a 1K resistor to pin 13, what allows the immediate connection of a LED between that pin and ground.
This hasn't been true for years, it tricks beginners into thinking it is true, not wholly unreasonable as it has the air of officialdom about it. But it also make other think you can do it with all pins, silly I know but there it is. Just a change saying:-
You need to add a current limiting resistor to drive an LED from any Arduino pin
would surly do it.