newly harvested rock (from the ocean) sits dry on the docks, and thus has a lot of die off. when it arrives in the petstore, they usually submerge it (well I hope!) and do large water changes on it. if its had a chance to go through a dying off period, then is submerged again, when the smell is gone and there is no ammonia or nitrite left in the water, its safe to put in your tank. have them test the water for you, smell it, and when you take it home, keep it submerged if possible. this is my take on it
also you might do a search on curing live rock to get a better understanding of the whole cycling/curing process. im at work or i'd post a good link for you
