Petros was wrong about one thing. You can dry wood too fast. Operating dry kilns properly is quite a science now. Last I checked (quite a few years ago now) BCIT in Vancouver offered it as a course and it was 5 separate modules that each lasted a while and were somewhat costly to take. Modern kilns use steam to dry the wood and the temperature is closely regulated and varies over the drying schedule. Just heating the wood is likely to cause it to crack, that's why steam is used. The heat cycle at some point is also designed to soften the lignin in the wood so that when it cools the board is more likely to stay set in that form since lignin is essentially a plastic. Sawmills used to be happy to pay for employees to go take the courses as downgraded lumber due to cracking in the kiln can represent huge losses for them.Dan it is $3.50 here.
Here is an interesting article about the difference between Kiln dried and air dried. Are you building a boat? Read Petro's answer