If there was actually a simple step-by-step guide on how to do this, it would probably save a lot of time with the same questions reoccurring.

If I look at the Account Balances screen on Cryptsy, it has the following message: "A new feature has been added to deposits. You may now initiate automatic sells on deposited funds at the moment of deposit. Click deposit next to your coin of choice for more information."
But clicking deposit doesn't offer any choice like that. Does it only show up once there is coin in that account?