If this is a new hive from like a package, just take out of the cork, slide the cage slightly inside (with the cork opening pointing inside) and thats that. If its an experienced hive, and you are replacing a queen, I would use a marshmellow. Or, if the hive is experienced and you lost a queen and it is raising a new queen and you want to introduce one to save time, use a marshmellow. If it is a experienced hive, and it hasn't had a queen in a while, and it has no ability to raise a new queen (with eggs) then I would just take the cork out. There is always the chance that the queen won't eat through the marshmellow or die in the cage trying to get out. General rule of thumb, if you feel the hive is irritated or mad, use a marshmellow. If not, don't use one.
Wow that was a lot of talk about using marshmellows or not.
:-D
Jake