http://www.youtube.com/watch?v=cGFd6EVDvRs
http://www.youtube.com/watch?v=i0Xj5TttudY
You basically:
open bags
click on the gear icon (edit mode)
right click on one bar (doesn't really matter wich)
assign a category->system->equippable items (soulbound)
then click on gear icon again
all soulbound gear should appear on a separate "bag", you can put a name on it (using edit mode) to make it easier to see.