The same word used is "abide".
Abiding in the Lord is based on the fact of being in the Lord. Romans 6:3 says that we were baptized
into Christ Jesus. So this is why in 2 Corinthians 5:17 says that if any man is in Christ, he is a new creation. If you are not in the Lord, there is no way for you to abide in the Lord. This is a spiritual fact!
The Lord's accomplishment may be divided into two stages. When the Lord finished redemption on the cross, He joined us to Himself, putting us into Him. This is the first stage. Then when we were regenerated, the Holy Spirit came into us and practically joined us to Christ, putting us into Him. This is the second stage in experience of the fact.
For example, when you were baptized, you have a sense that you have been joined to the Lord and that you are in Him. Then, let say, a good friend came and insisted on taking you to a movie. While you were about to go with him, you sensed there was something wrong between you and the Lord. As you were considering what might be wrong, your friend continued to persuade you, and you decided to go with him. At that moment you felt that your fellowship with the Lord had been cut off.
This feeling came because you did not remain in the Lord. You are saved and in the Lord (a fact!), but experientially you may not always remain in Him. In your experience it seems at times that you have walked out of the Lord, and your fellowship with the Lord has been broken.
Again, for example, today something greatly provoked you to anger. While you were about to lose your temper, you felt something was wrong inside. Nevertheless, you went ahead and lost your temper. And because you lost your temper, you knew within yourself that the fellowship with the Lord had been interrupted. It seemed as if you had walked out of the Lord. This means you did not remain in Him [and thus, needed the cleansing of the blood].
To remain in the Lord is to abide in the Lord. When you abide, you have continuous fellowship with Him. It is a matter of fellowship. Fellowship is made possible by our being put into an organic union with the Lord. To have unceasing fellowship is to abide, and to abide is to maintain this unceasing fellowship.
Hope that helps a bit with "remain in me". XD
How to remain? (later lar) but 1 John addresses it: blood and anointing
Thanks for the explanation and examples. In layman terms, when Holy Spirit poke you on certain action, you deny it, then you are not "remain in Him", right?