When sending funds to an exchange, you are required to fill in a destination tag.
Go to the sending screen of your XRP wallet and click on "Advanced mode". You must then copy and paste the tag that the site gave you to identify your payment.
You are required a tag when you withdraw funds from a Ripple exchange to a wallet.
You can fill this tag field with any numeric ID you want, from 0 to 4294967295 to identify yourself as the recipient of the transaction.