I do not know how to register a wallet from a miner if the exchange gives 2 addresses

So?
NsGpuCNMiner -a cryptonight -allpools 1 -o stratum+tcp://masari.superpools.net:3333 -u Last address.Payment ID -p x
You have to ask pool operator if his pool supports payment id transfers.
Or you can run a local wallet. download the link on first page for your os. run the daemon then generate address on simplewallet.
Dev can also write a simple guide for us newbies.
Good luck.