Pat,
I too recommend setting up an engine outside the plane first. I know it is harder on the cooling, but it still is better than running it in a plane without flying, like I see many do. The other advantage is, that you get to know the engine and check it out before you fit it into the plane.
I would not recommend to do the complete running in outside the plane (like 3W does). Just the starters to set it up and get aquainted with the controls, prop and needles.