Hey! I'm in the same boat you are. The rock that Josh brought back was uncured stuff and man does it reeeeeek! Luckily, the smell should go away in a week or two (that's right...we'll have to put up with it for a week or two
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Just let the rock do its thing and cycle. I personally don't bother turning on the light during the cycle. Why burn the bulbs when you really don't have to? Its up to you though. Some like running thier lights during the cycle for any possible photosynthetic life that may be clinging to life on the rocks. Usually, a photoperiod is 12 hours or so.
As for the cover, I wouldn't put one on. Putting on a cover hinders gas exchange and temperature regulation via evaporation. Anyway, have fun with the new rock!