Don't turn it on without the cannister being full of water first. You can syphon water to the end of the tubes then turn the valve on, let the water in and THEN turn the filter on.
Don't use just sponges, make sure you use some other bacterial and mechanical filtration such as ceramic tubes or another porous media.
Apart from these very basic tips you shouldnt go wrong as they are easy enough filters to use. Just use your common sense and double check everything before you turn it on.
Ben