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Let me try to find some more info on that. I've bought through an exchange myself. The process is something like transferring you entire holding to a wallet (don't remember which one), which will then more or less automatically register all your tokens.

Here's a guide: http://support.exodus.io/article/65-i-ve-received-eos-tokens-in-exodus-how-do-i-register-them
Just think of all the tokens that will disappear...

Thank you, I bought some few directly and claimed as instructed by EOS website. So I guess I'm good for now.

You're welcome. It's still on my todo-list :-)