A freshly cut tree will be full of water, depending on the species. Regardless, it will be wet, as woods go. The best thing would be to have it kiln-dried.
If you don't know anyone with a kiln and don't feel like trying to make one, you should wax the ends of the boards that you cut right away with HOT (and I mean HOT, not just melty-warm) paraffin wax or other good wax. Then you can let these air dry in a dry place (like your closet, under your bed... ) for up to 1 year per inch of thickness of the wood.
You could also try forcing hot air over them with a space-heater, but if the ends aren't waxed the wood will dry too quickly and will check (crack).
-Dave