Cherimoya seeds sometimes have trouble kicking off their outer shell, so to help it along, i take a large toenail clipper, and clip off about 1/8" at several points around the seed, so that you can partially see inside at several points. It isn't necessary to clip all the way around. If the edges are too thick to clip, try cracking the seed lightly with a nutcracker. The embryo is well-protected inside and usually doesn't mind the treatment.
Next, soak the seeds in room temperature water for 3 to 6 hours. Then plant them under 3/4" potting soil in a deep container (at least 5" tall), and water until the soil is moist (but not soggy). Cherimoya seedlings need a deep container, otherwise the taproot can grow deformed, which stunts their growth. Keep your seeds in a warm spot (75-85 degress F) that has some air circulation. They should sprout within 4-6 weeks.
Start them with filtered sun or 1-2 hours of direct sun. Water as needed. Once the seedlings have 3 leaves, gently transplant to an 8" deep pot, and move them into bright shade for a week. Gradually increase the amount of sun they get a little each day, until they have 1/2 day sun after 1-2 weeks. Cherimoyas prefer partial shade while young.
Remember to protect your Cherimoyas from frost, as they will not survive temperatures under 27-31 degrees F.
For more info on growing Cherimoya, see : http://www.crfg.org/pubs/ff/cherimoya.html
There is also a great website on Cherimoyas here: http://cherimoya.orcon.net.nz/
If you have any questions, feel free to email me.
Best of luck!
Strange Wonderful Things