Thanks. I have it figured out. There's a contracts tab and an option to register the public EOS key to the ETH smart contract which is the address you sent the EOS to, then you can confirm the key under the keys option in MEW.
The process seems a bit risky to me though if you have a trojan or malware taking screen shots and sending pics when the EOS key generator creates keys, you're pretty much screwed. I use wireshark though and haven't detected any activity of this nature on my machine. Still too many things can go wrong here. I think that early June, the suicide rate will go up.
RE: How to Own Your EOS on Launch Day