In any station there are lockers that you can use. They are usually up against a wall and look like a stack of barrells (from the front). Just go near them and you should see your cursor change into a hand symbol (meaning you can interact with them).
You only get one locker but the equipment you store goes with you station to station.
Only other thing to remember is: Your limited to about the same space as your character inventory but its a good place to store the stuff you dont want to destroy.
[Edited by corvus_cherub, 11/23/2007 2:42:31 AM]