Cycling is a very important part of setting up any aquarium. It is essential to keeping fish happy and healthy.
If you have a filter and fish, your tank will cycle. The most important part is speeding the cycle up so that you minimize stress on your fish. The only way to do this is to add more bacteria from somewhere.
Commercial bacterial supplements are availible, but it is unclear as to how well they work. The best way by far is to add some bacteria to the filter chamber or tank.