Scratching is natural and necessary behaviour for cats. Not only do they do it to keep their claws in good condition, but it's how they exercise the muscles in their paws, front legs and upper body. The best solution is to re-direct them towards something of their own that they are allowed to scratch.
Some cats like an upright post (must be at least 3' tall and doesn't wobble) whilst others prefer scratching on flat surfaces like those cardboard block scratchers. They all have individual preferences so it's best to offer your cat a few choices to see which ones she likes best. This doesn't have to be expensive and you can even offer her a thick tree branch, wooden log or coconut door mat as cheap alternatives. You can make a cardboard block scratcher from old boxes;
http://www.designsponge.com/2009/01/diy-project-recycled-cardboard-kitty-pad.html
Another reason they scratch is to leave a territorial scent marker. This is why once they begin scratching somewhere they keep going back to the same spot to top-up their scent every time it begins to fade. The trick is to encourage them to use something acceptable for scratching because once it becomes engrained with their claw scent they will want to keep scratching there.
These articles have lots of information and advice on teaching cats to use a scratcher and how you can protect your furnishings from further damage.
http://www.celiahaddon.co.uk/pet%20problems/cats/scratching.html
http://www.catbegood.com/cat-basics/scratching-posts-exercise-play/
Resist any temptation to punish or discipline your cat for scratching somewhere she shouldn't. Cats don't respond to negative reinforcement and she'll either wait till you are not around to tell her off, or worse still, quickly realise that scratching is guaranteed to get your attention whenever she wants. Instead gently move her away to her scratcher if she does attempt to claw furnishings. Give her food treats and lots of praise when she does use it. Be patient, some cats take longer than others to learn claw manners, but they're all smart enough to adopt behaviours which benefit them in some way.