You open an account at bitshares.org, download the software. you can get an online or an offline wallet.
After setting this up on your machine, you go to blocktrades.us and create a transfer, they want to know what you will send, and to where they should send it. So you tell them its gonna be 2 ETH (I recommend using ether), and what your bitshares user name is. They will give you an eth address to send the funds to. You now withdraw 2 eth from the place where you are keeping them and send them to said address, and blocktrades will send them on. Takes about 10 minutes and is very reliable, from my experience. Maybe you already tried out the process with STEEM.
In other words, who cares what exchange - I think Poloniex trades in BTS.
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