HERMS, Mash, and Sparge Water

I'm sure this is answered somewhere, but I couldn't find it...
I'm putting HERMS in my HLT. But am confused about a couple steps. Please help fill in the blanks!
1)I heat up my HLT to the Mash temp
2) I pump the heated water to the MLT
(Do I immediately put my "cold" sparge water into the HLT and heat it up before recirculate the mash water?)
3) I use a pump to recirculate the mash water from the MLT to the HLT and back to the MLT.
(If my sparge water is in fact suppose to be in the HLT and was used to used to get the Mash Water hot, then is the only thing I need to do to sparge is run all that water to the MLT until the HLT is empty? Do I need to worry about any of the sparge water evaporating during this process?)
Thanks Folks!

Here's what I've learned with my HERMS system (no direct fire MT)
1) Heat up strike water in Boil Kettle and at the same time heat up the water in my HLT to about 5 - 10 degrees above my desired mash temp

2) Pump strike water from BK into MT. By heating up your strike water in the BK and not the HLT you will save the time of having to bring newly added cold water in the HLT back up to mash temps.

3) Start the recirculation of wort.

4) When mash is nearing its end, raise the temp in the HLT for a mash-out.

5) Start pumping sparge water from the HLT to the top of the grain bed in the MT, while slowly draining the MT.

6) Stop the sparge once I reach desired pre-boil volume.

I usually have a lot of water left in my HLT once I've completed my sparge. I use it for cleanup later on.

Hope this was helpful.

1) Yes
2) Yes, but you need to heat the sparge water up to temp before you start recirculating MLT through the HLT coil. This is the single reason I switched to RIMs system because I got tired of waiting for the HLT to heat up to start recirculation. I was using water directly from the water heater as make up to the HLT for sparge to get a head start on the heat up.
3) Yes, depending on your sparge technique (batch or fly)