Some people recommend steeping them separately. Supposedly it cuts the astringency/bitterness of the dark roasting. I haven't made a dark beer since I read about doing it that way, so i cant say for sure, but I'm going to try it next time I do a porter or stout. The first time I heard about it was in Gordon Strong's book, Brewing Better Beer.
It won't hurt, though, if that's what you want to know.