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Well, since the instructions doesnt say anything specific, other than NOT to let the pump run dry, I would start it up at its slowest speed for filling the loop so that you dont have to worry about it sucking up the entire resevoir of fluid faster then you can fill it.
Disclaimer: I haven't got a water setup (yet) so my advice is merely of my idea of common sense.
Rock your case back and forth to try and get water spread through the loop and into the pump. If it's mostly full of water, you can turn it on and keep filling. I'm not sure speed would matter much other than what USMCGrunt said.
I have mine set to 5. Fill up the system as much as I can. Power on and off a few times with fillup in between. It usually takes 2 off and on cycles. I read that max speed equates to max flow which renders max turbulence which supposedly is good for watercooling.