So, obviously don't give them the keys to your main wallet!!!

1) Create a new ETH wallet. (They even have the the option to do this through their site)

2) Transfer the coins you want to trade into this new wallet.

3) Trade

4) Transfer the coins back into your main wallet

Haven't actually used this exchange, but I am considering it to get some TAU, as it's only available through IDEX and Ether Delta at the moment.

Not sure which of the two to use though? Don't know which has the lowest fees? They both seem a bit crap!