Radiator Issues! :-[, Keeps burning/losing coolant Options

[JoKeRkId613]

Okay, here's my situation:
1. Blew my OEM radiator(cracked)
2. Temporarily replaced with a Honda radiator
3. Just put in Koyo radiator(looks just like the factory one, just brand new)

-I bought a crap load of coolant.
-First thing I did when all hoses were connected and the car was off(which i think was a mistake...there was no coolant in the radiator at all...it was flushed) was that i poured in coolant until the radiator filled to the top.
-I put the radiator cap on.
-The car hasn't overheated at all.

Currently, I'm running without the radiator cap because I was told I was supposed to have the car on and let it reach a certain temperature before i poured in the coolant. So I'm letting the car take in as much coolant and then refilling so it circulated correctly.

QUESTION:
What shoulda been the proper way to do this from the start? My car still steams every once in a while and it loses coolant a lot and i have to refill. HELP PLEASE!
I have a new thermostat, perhaps I should change it? How is this done...anyone got pics?