sruiz,
Clean your rocks well. I scrubbed mine with a medium nylon brush. Rinse, rinse, rinse! If there is anything black on them, scrub it off.
You did mean you have put saltwater in your tank, correct? Once the rocks are clean, put them in so there is good water movement and wait. And wait. And wait. Do water changes to help keep the smell down and to keep the ammonia from killing off everything on the rock. Lights or not, your choice--I didn't use mine because of the possibility of algae.
You need testing kits very soon, at least for ammonia, nitrite, and nitrate. Do not put any livestock in! Even if you are told to use a cheap fish to help cycle, don't do it.
I don't know much; I am just starting a reef tank, but I can assure you that once you get started and have specific questions, you can't find a more helpful place than this!