I use the pellets too. Although I don't SOAK them like shesinthebarn said. I want it to fluff up and expand, but I don't want all of it to fluff up and expand. What I typically do is lay the bag down flat, cut a big X across the whole thing, open it up, and put between a quarter and a third of a water bucket in it. It doesn't matter what temperature the water is. I like them because it's cheaper, they last longer, and the smell great!
The trick with them though that a lot of people don't get, is when you clean up the wetted bedding, you only scoop up the really soaked stuff, and taking the rest of the wet and putting it along a wall. A few days later, it will be dry, and can be spread throughout the stall again. Seriously. =]