Yep, that's an important step.

You're supposed to fill it and then run it with the cap only closed to the 1st position until the fans run twice, then top off the radiator w/ coolant and finally open the bleed screw until no bubbles come out -that's according to my manual.

I just keep squeezing the top hose while it's running and the cap is off until no more bubbles come out - it takes a while and jabbing at the throttle a little seems to speed it up. After that I loosened the bleed screw but no bubbles, just had to add more fluid for what ran out(w/ cap off).