New hones, where do i start?

I just got a set of Norton water stones: 220/1000/4000/8000 and flattening stone.
Do I need to do anything to treat the stones before using them? I don't have a slurry stone or anythin. I also heard you need to round the edges on the stones, now do I do that?

Oops. Please direct all replies to this thread: http://straightrazorpalace.com/gener...wife-ever.html

I figured it would be easier to keep it all in one place.