Yes, you can do that. Any website like cryptsy, mtgox, btc-e. Just include your generated address in pool.
From btc-e website.
We do not support generated transactions from pools like Eligius, P2Pool etc.
I was wondering what this portion was all about?
Thanks!
Btc-e cryptsy and mtgox are not online wallets. They are exchanges and if they state that they don't accept payments from pools then you shouldn't do it.