By "cook" do you mean cycle or literally on the stove? Putting rock on the stove is never a good idea because the vapors released could be toxic depending on what matter is on the rock. The term is also used for cycling rock is why I ask and perhaps where some of the confusion stems from. As for future cleaning muric acid is the preferred way of cleaning rock if need be.
Yea I'm confused as go why you would buy live rock to kill it? Should have saved money and bought dry rock and cycled the tank for a couple of months. Either way I wouldn't add any fish for a while until you know it's cycled. Also choose wether or not your using sand or not because your not going to want to add it once you have fish in there.