Playapat... beware:  Krags tend to multiply in dark places when no one's looking!

Annealing is very simple, but there are several methods that people talk about.  The simplest way I know is to put the brass in a drill using a trim holder (LEE trimmer shell holders work excellent for this).  Rotate the brass slowly and heat the neck and shoulder area carefully using a butane torch until the brass starts to change color (remember, never to blue or glowing!).  Then I just drop them into a metal bowl and let 'em cool.  I've been doing it this way for years!

I typically try to anneal every 4 to 5 firings... or if I see a few cracked necks after a match.  The necks WILL eventually start to crack, but with annealing, it will happen way less frequent and brass will last much longer than if you don't.