Molecular dynamics simulations have become a popular and powerful technique to study lipids and membrane proteins. We present some general questions and issues that should be considered prior to embarking on molecular dynamics simulation studies of membrane proteins and review common simulation methods. We suggest a practical approach to setting up and running simulations of membrane proteins, and introduce two new (related) methods to embed a protein in a lipid bilayer. Both methods rely on placing lipids and the protein(s) on a widely spaced grid and then 'shrinking' the grid until the bilayer with the protein has the desired density, with lipids neatly packed around the protein. When starting from a grid based on a single lipid structure, or several potentially different lipid structures (method 1), the bilayer will start well-packed but requires more equilibration. When starting from a pre-equilibrated bilayer, either pure or mixed, most of the structure of the bilayer stays intact, reducing equilibration time (method 2). The main advantages of these methods are that they minimize equilibration time and can be almost completely automated, nearly eliminating one time consuming step in MD simulations of membrane proteins.