RE: Sighting in.....
I've never bothered using a boresighter, although I could see how nice one would be. With small-bore rifles I sight down the bore and get the scope lined up with whateve object I see through the bore. With a ML (inline) you could do the same thing, but with the large bore I've not had great success getting it close. What I do has already been suggested. Get yourself a large box (so you can see your hits even if you're off the paper) and put your target on it. Put it at 25 yards and shoot from a rest. I shoot two shot groups at this range as flyers aren't as big of an issue. Get the shots dead center at 25 yards or very close. Then move back to 100 yards and repeat. You should be on the paper, but not necessarily (hence the BIG box). Shoot at least a 3 shot group before moving your zero (no better way to waste time and ammo than chasing flyers). Get the group where you want it, I usually sight my ML's in about 2-3" high at 100 yards. If you plan on shooting at game past 100 yards, and your range allows it, verify your zero at the longest range you plan to shoot at in the field. The MPBR method mentioned above is an efficient way to sight in a rifle to take full advantage of its trajectory.
Since you're new to muzzleloaders, make sure you take your time and concentrate on each loading step to get the most accurate results possible. If your rifle won't shoot a group, then there is no point trying to zero it.
Good luck,
Mike