You should begin using an e-collar when you have learned how, and then when you read sufficient maturity in your pup to begin conditioning to it. Learning how can be done by training with an experienced trainer whom you trust, as well as learning from the course material currently on the market. Both are good, but 1:1 with a solid trainer is best. That said, many trainers are learning from books & DVD's and are training successfully every day.
The first caution is not to try training without instruction, and just experimenting on your dog. It's not at all fair, and is very risky.
Evan