Thanks!

I'm now reading this:
https://www.cryptsy.com/pages/privateapi

And I can see I can put a proposition to sell e.g. LTC for BTC, what I can't see is:
1. Where can I put an address to which BTC should be send after a successful transaction
2. How can I know there was a successful transaction?

Or maybe I'm missing something, and services like this work in a completely different way than I think they should work?