Bleeding coolant system on Dodge?

I recently changed the thermostat on my 04 Durango 4.7L. I have never bled a coolant system before. I know I got to get the air out, I've done brakes before, ect. My question is, do I start to bleed it with the engine off and the bleeder out and then just wait untill coolant comes out? People say to do it while its running but wont the pressure squirt it out? Just wondering on the exact procedure so I do it right and don't get burned lol. Hopefully I didn't sound too stupid, any help appreciated.