You put it in the accusative, for example:
O mortalem malum! ("What a conniving personage!") Plautus
O corpusculum malacum! ("What a tender little body!") Plautus
O lepidum caput! ("What a delightful person!") Plautus
Bellum et pudicum uero prostibulum popli. ("What a sweet and chaste little street whore, indeed.") Plautus