I agree, install it and give the bacteria time to establish in it. It takes several weeks for the bacteria to fully establish in a new filter.
Once it's established remember to never clean both filters at the same time, I aim for a week in between (or at least several days). Also don't replace more than a single stage at a time (sponge, charcoal/ammo-loc, biomedia). Another tempting thing is to scrub down the filter housing while the media is out.... don't, you're only disturbing the bacteria!
>> Jim C. <<