Depending on how much of a hurry you are in - you don't necessarily need to wash it. I left mine alone - (theory was that you need all the grain sizes, even the tiniest ones... opinions vary).
Anyways, My tank looked like a milkshake for about a week and a half, then it settled down and I don't have problems even when I move rocks now.
Your call. If you do decide to rinse it then the method tmcpeek seems to work rather well, tho I haven't tried it myself.