If the gun is a bolt action and you are shooting the new loads in the same gun you only need to size the neck, using a neck sizing die. This improves accuracy since the cartidge is custom fit into the gun. I've reloaded both 375 HH and 300 Win Mag using and not had a problem although when resizing it does take a consideralbe amount of force.
I've never attempted to resize anything without lube, RCBS reccomends lubing the outside of the case as well as the clean the dirt and powder residue from inside the case nec and add a light coating of case lube with a case neck bruch.
As far as setting the die you screw the die into the press until the die touches the shell holder when the ram is at the top of the press stroke. Raise the press handle and turn the die down another 1/8 to 1/4 turn.
I suggest going to the following web site and following the direction step by step: Step By Step Reloading - Close window to return to RCBS
Although I've been reloading for some time I still keep a printed copy to follow when reloading.