If they come in the little buckets...you take them out of the buckets and plant them right? I have a friend who doesn't do this, he leaves in the buckets and plants the buckets. He said it works well for him.
Its best to take the plastic pot off and remove as much rockwool as possible so that the roots of the plants have a place to expand. Its like keeping a terrestrial plant in a pot. eventually its going to grow a rootball and eventually stunt in growth. Not many pots found in nature.