The Currency Exchange is where you can safely exchange your MP, BP, RP and Account Upgrades Credit with another player. The service is currently free to use and this is the only place you should use to exchange your currency. Using the Trades is not safe, as you have no guarentee that the other player will send you their currency once you have already given them your currency.
Select the username you would like to send currency to, and the currency you would like to send. You then need to enter the currency you want from them. When you send the exchange request, your currency will be taken and the player will be alerted of the exchange. If they accept, the exchange will automatically take place. If they reject, you will get back your currency. You can cancel the exchange if they have not already accepted the exchange.