Thanks.
1) So, is it safer to keep currencies on my trading account ? (btc-e. Sorry it's the only one I tried)
2) What with addresses created by "light wallet" installed on my computer ?
3) How to create adresses for other currencies ? I'm stuck at keeping alt currencies on trading platform ?
Btc-E has a host of problems lately. Just download the bitcoin and litecoin client and back it up and secure it with a passphrase.