If you don't have any Bitcoin addresses, there are a few ways to get one:
* You can download the official client software at http://bitcoin.org/
* You can go to http://mybitcoin.com
and create an account
* You can go to http://instawallet.org
and just use the address they give you (be sure to bookmark the page!)
Any of the above will give you a bitcoin address to receive funds. It will be a long string of alphanumeric characters, something like "1BaLgPERNW98ckXJpKeeNVw7U8CU8YYTK1"
Once you have a Bitcoin address, copy it to the field on Deepbit. From then on, whenever you have been awarded enough bitcoins, they will be sent to that address. (You decide what "enough" is via the "Minimum value for automatic payment" field.)
The client software and the two sites I listed above all have easy-to-use interfaces for sending bitcoins. There will be a receiving address field and an amount field. Try sending 1 BTC to the address I gave you above.