I used this tool a while back and it had a setting for you to "auto sell" the coin when it reaches the exchange. This feature worked good at cryptsy but not 100% with btc-e.
If I were to use this tool today, I would have the mined coins sent to cryptsy (which they may frown upon) and use their "Autosell coinxxx" feature.
I have moved from this software to using mining pools that do the switching and selling for you. Here is a list of those types of pools that I have found.
https://delicious.com/miningcoins/mining-pool-multiple-coins