A new column or one that has been exposed to air (such as being stored in an instrument with no carrier gas flowing through the column) should be conditioned. Conditioning also sometimes helps when a column is bleeding excess stationary phase.
The key difference between conditioning and baking is that in baking, a high column temperature is just set and the oven allowed to reach that temperature. When conditioning the column, one starts with a low (near ambient) oven temperature and very gradually heats the column. For example, the following temperature program parameters are useful for conditioning:
Initial Temperature: 30-50 C
Initial Time: 5-10 minutes
Ramp: 1-5 C/min.
Final Temperature: 20-25 C above analytical final temperature, but below column maximum temperature
Final Time: 120-180 minutes
The MS should NOT be acquiring data during the conditioning run unless there is a compelling reason to do so.