Johny,
There are differing schools of thought on this. Some adopt a similar regime to that suggested by Deer Assasin. Others say "just shoot it". Both approachs have advocates who are very experienced and highly respected.
Its your decision.
For what its worth, the way I look at it is you've just spent alot of hard earned money on a rifle. What's another, say, forty quid on a box of bullets to run it in. Running in certainly won't do any harm. The worst that can happen is you've "wasted" some cash on a box of bullets. In reality, you'll have spent some time and care getting to know your gun under controlled conditions. Also, if some of the experts are to be believed, you've prolongued the life of its barrel and given it the best chance of shooting accurately in the coming years.
Hope this helps.
Bob