I usually hive them in the evening and it keeps them down. I try to give them a frame of brood also, which I believe makes em go straight to work. I know you can't do that when your setting up your first colonys, but I use a colony thats booming as a donor, and kick start the package. Instead of dwindling, the colony begins growing immediatly. Like Michael, I direct release the queen.. she usually dives straight between the frames and off we go