The best way to cycle your tank is to add live rock. Before you add live rock you need to add water and salt in the right ratios to get a specific gravity reading of around 1.024. Then add the LR and if your adding live sand you can add it after the live rock. Live rock needs to be added before the sand so it is resting on the bottom. If you have more questions you should ask them. A good book to read is the New Marine Aquarium by Michael S. Paletta or The Conscientious Marine Aquarist by Robert M. Fenner.
Other people will tell you that it is better to cycle with a dead shrimp from the grocery store. Add it until it looks really gross (in a few days to a week) and then tak it out and wait for the levels to go down. It's not really necessary but some people like to do it anyway.
Don't use live fish to cycle, it's not healthy or nice to the fish, even if they do survive.