@wuhotan is correct about them being on the ethereum blockchain, not on eos.io.

You can leave them unclaimed forever if you like, but you should register your ethereum address with a public EOS key. You can generate EOS keys and register your address through the distribution interface (using metamask) on eos.io. From your question I assume you've already used this interface?

Once you've registered you must keep your private EOS key safe because this is what you need to get your real EOS tokens when EOS launches.