EOS Token are currently ERC-20 tokens so they NEED to be in an Ethereum wallet address as you said, however you need to register that address on the network to claim the EOS you hold later in the year.
For those of us in the USA, the official process to do this on EOS.io is not available since we are not permitted to take part in the ICO, so we have to use secondary processes - and this is all we have that I am aware of so far.
This same secondary process is for anyone buying EOS on the aftermarkets and moving to one of the two allowed wallets (MEW or MetaMask). You still have to register the wallet addresses by mapping them to a set of EOS keys.
The site about is an open-source project on github so everyone can review what it is doing. It is an adjust version of the official process.
This will generate a private and public key pair for the EOS chain. The code is not mine. It is forked from the code the EOS team built. The difference is that this works in any browser without the web3 dependency. It will work in any browser and you don't need any plugins.
Hope that helps.
Thank you @steempowerpics! I didn´t know that for US citizen the process is different. So when I already registered my MetaMask wallet where I hold my EOS and I´m not from the US, I don´t need to generate the keys and do the process again, right? I will get an official EOS key/address after the launch in June and move my ERC20 token to "real" EOS then?
If you bought from the ICO, you need to follow the process to claim the tokens on EOS.io
Thanks! I already figured out, that during this process I already got my new EOS keys that are registered to my Ether address. I had forgotten that :)