Cat,
With HERMS you can go (at least) two ways:
1. Dump your water into the mash tun and raise the water to your strike temperature, then stir in your grain - that saves lifting and dumping a large volume of hot water and is effectively a single infusion mash.
2. You can do a temperature mash by adding the grain to the water at room temperature and raising the mash to your saccrification temperature - this method means your mash will spend some time within the acidification, protease, alpha, and beta conversion ranges as you warm it. The rate of warming will depend on the difference in temperature between your heat exchanger bath and the mash. As the mash temperature approaches the heat exchanger bath temperature, the mash will warm at a slower rate. I keep my heat exchanger bath at 160 so I don't denature the beta enzymes as they pass through the heat exchanger (my current project is producing a full-body malty lager). The result is that my mash spends about 20 minutes within the alpha amylase active range, which lightens the body a bit when compared to an infusion mash going directly to the beta range. I assume that using a higher heat exchanger temperature will cause some slight reduction in the available enzymes but will also reduce time spent within the active ranges you're avoiding with a single infusion.
For a light-body Pils, the second method works great. The recirculation produces a beautiful clear wort and a clean, crisp beer.
Dan