Like habraken quoted above, this is something that MyNxt will hopefully find time to implement but there's no plugin or click-and-go method to forge with MyNxt Wallet balances right now.
The option would be indeed to lease your forging power to a pool, and to do that now you can export your MyNxt Online Wallet in order to use the accounts with the core Nxt Client, then send the leasing transaction from there. As the pool distributes the forged NXT, you'll see the transactions arrive in your MyNxt Online Wallet as well - since it basically displays what the corresponding Nxt account/s hold.
There is a full Nxt Client plugin available in the MyNxt Wallet, and in theory a leasing transaction should be feasible using that plugin, but I'm not 100% sure about that. I'll ask Tosch, the MyNxt lead dev, to confirm.
Edit: Yes, the full Nxt Client plugin in MyNxt wallet will also allow to lease effective balance from your MyNxt account.