Congratulations on your purchase! I have a pair of 4006's and you will NOT dissapointed. The acoustic pressure balls really just adjust the frequency response and to some degree the polar pattern. A good starting place would be with the lid 3/4 up and 4006's about 6" apart and 2-3 feet above the strings. I would start asap on that treatment although I would strongly suggest not use fiberglass panels for mic'ing piano. I would be some bass traps for the corners and diffusors for the ceiling first... then some 2" squares for the walls.

Thanks for the encouragement and advice. What do you think of Ethan Winer's bass traps at http://www.ethanwiner.com/basstrap.html ? Or do you know of other bass trap plans/designs I can build? I get great satisfaction out of building my own stuff, and commercial bass traps are expensive.

Yes, Ethan's stuff is great. If you want to build your own do a search as there is tons of info on the web on building traps and what materials to use. Again, good luck with the mic's!! :D