At Vircurex, once you log in, click on the 'Accounts' link on the menu bar.
Scroll down the list of all the alt-currencies ( what they call "chains" ) to beside NMC and click on Generate address.
A deposit address will now show up for you to use to send namecoins to your Vircurex account. 
You can just store your NMC there if you are planning on selling them right away. 

You can also go to http://dot-bit.org/forum  to learn more about setting up a namecoin wallet on your local system.