When a new aquarium system is created, the beneficial bacterial colonies that process excess waste are not immediately present. They will be introduced into your system when your live rock is added and will grow within the porous rock. The process that triggers the cycle into starting is kind of like a reverse process. There will be denitrifying bacteria present on the live rock that you add, but there will be no waste available to feed them. As the bacteria and other life begins to die off on the rock, ammonia will be created. This new ammonia feeds the remaining bacteria, which will then start the cycle process. Other simple methods may be used to start the process sooner, such as adding a very small amount of fish food, which will decay into ammonia.
The exact amount of time that the cycle is going to take in a new system is difficult to predict. On average, it can take anywhere from two weeks to a month. If the rock is 'uncured', it may take longer for the existing die off to decay. If the rock is 'pre-cured' or 'cured', then the cycle process should complete quicker, as this rock contains very little excess dead life. More information on these liverock choices can be found in our Live Rock Selection article.
So what should you do during the cycle? Keep your lights running on their regular 10-12 hour schedule. Do not cycle your tank with the lights completely off, unless you want the life on the live rock to die off, excess algae on uncured rock, for example. Do not perform any partial water changes during the the process, as doing so will stall the cycle from completing. Some people have experimented with doing very small water changes during the cycle to keep the ammonia levels from getting extremely high. The thought behind this method is that it will help preserve the life that came on your live rock. The benefits, if any, are not well known at this time however.