Does jaggery need to be soaked? One of our TV chefs has done a show on India, and one of the ingredients he has used in a few recipes is jaggery, a sugar made from palms. 

In the show, it appears to be soft, like soft brown sugar. However,the jaggery I have found at the supermarket is in hard lumps.

Does it require soaking or some other preparation before using?
Jaggery doesn't require any kind of soaking.

It's usually added either while sautéing or if the dish is gravy based, while its boiling. 

Jaggery usually softens up when heated and gradually dissolves with other ingredients just as salt or sugar would.

The hard blocks of jaggery are difficult to break into pieces and its easier to grate it.