Main thing, feed them, as they leave the hive they came from with the skin off their backs, that's it.
About the lemongrass oil, I use it. It works particularly well on swarms with virgins where her scent is not nearly as strong as a queens. I've seen entire swarms with virgins move in, in a heart beat because of lemongrass oil.
I've experimented with lemongrass oil enough to know that its an important tool when catching swarms and doing cut outs.
I'm not saying its absolutely necessary to catch or keep a swarm with lemongrass, because as stated, once they orient, well, they've oriented, but this coonass ain't leaving home without it!
Also, check this out: http://forum.beemaster.com/index.php/topic,22611.0.html