I've tried it both ways. First, you should chill your beer. Warm beer does not absorb CO2 fast enough to make a difference. If you want to bubble some CO2 up through the beer you can, but I've never noticed it makes much of a difference. I just hook it up to the Gas-in disconnect, set it at about 30-35 psi, and wait 7-10 days. If you want to speed it up, chill your beer, hook your CO2 to the beer-out disconnect, and shake the living daylights out of the keg. Set your pressure to 7 psi, chill your beer to 36, and shake until you achieve equilibrium, or until you no longer hear gas flowing into the beer.
Then pour yourself a homebrew, because you're gonna need one.