Place your wrapped skein in an ice-cream or similar plastic container (but not one you eat from). Microwave for 2 minutes on high, let sit for 2 minutes, then microwave for 2 minutes on high again. It's recommended that you don't use the family microwave for this, but if you're only doing an occasional skein, I doubt that it'll kill anyone. However, you've been warned. You're supposed to wait till it cools, but who has that amount of willpower? I toss the bundle straight into the sink, into cold water, and rip off the wrap. This can burn so be careful. There should be no dye bleeding out, it'll all be absorbed into the wool. Squeeze the excess water out gently, then place it on your chair to photograph so your butt will get wet when you sit down next.
At this point, you may be thinking it looks pretty wild and garish, and why did you put those colours together? Rest assured that when it dries and you reskein it, it'll look much better.
Her are the other 2 skeins I did.
They're all hanging up to dry (on a towel on the back of a chair, if you have to know), so I'll post a photograph of how they look when they're all dry and beautiful.