So there has been a few post explaining this but most of them are old and Steemit has had a few changes since then, plus i still see people using other methods and i think they just don't know. Anyway here it is....
Above is the amount of Steem i have in my Steemit wallet and i want to swap for Steem Dollars. You can if you want and go through the Blocktrades route or on popular exchanges, but just say in this case you want to stay on the Steemit platform and not participate in third parties trying to get their cut.
Clicking on the mini arrow pointing down will open another menu...
Clicking on the "Market" selction will take you to SteemMarket
Finally you are on the steem market.
you can see in the picture above the orders for people buying steem, currently i can exchange 1 steem at 0.194340 SD, so for my 0.1 steem i want to trade ill get 0.019 SD
Click sell Steem to confirm and give SteemConnect active key.
I hope you found this post useful and have a great day