We just put a cast iron pan on over low heat and let it slowly melt it until it turns to liquid, and the other non-melting fat in the pan shrinks just a bit, but doesn't cook (this is why the low heat is necassary). We then strain it and place it into a small dish and store it in the fridge like butter. We haven't done any large bathces, as we don't get enough marrow at one time to render and can it. That is something I will be looking into for the future though. I imagine it's something like rendering lard :)
Thanks for your interest!