The paper that came with them says that they need a a few heat cycles to break in. Is there anything special i need to do or not do? The cam is broke in and it is ready to drive.

Just re-tighten your header bolts after a few heat cycles. Main thing is, don't break in a new cam with brand new coated headers, it gets 'em too hot and can ruin the coating. You're fine right now though.

Don't get them too hot and you should be good.

Thanks for the replys. After spending $380 i wanted to be sure.