There are several ways to use the pyramids.
If you want to be able to port back to a merchant to sell and not have to go through several levels of dungeon and then run a few miles on the surface (for instance), just drop one of the stones by the merchant. Then "drop and use" the 2nd stone from the dungeon to port to the merchant. After you sell, just touch (do NOT pick up) the stone by the merchant and you will be ported back to the dungeon exactly where you left it. Be sure to pick the stone up in the dungeon before moving on though! Heh...If you have just gone down to the bottom level of the BF dungeon and don't want to bother walking out after beating the boss(es), then use the stone in your inventory but do NOT drop it.
The pyramids can also be used to exit a tough fight, heal up, and then port back. In that case it works well to leave one of the stones by a bed so you can rest and then port back fully healed and with your mana tank full.
If you should ever forget to pick one of the stones up, you an always find it by using the 2nd one (just as you did to find the 2nd one when you got the first). There are also some puzzles that can be solved only by using the stones (the teleporter puzzle in Act 2). They will poof when you travel to Act 4 though...bummer... <img src="/ubbthreads/images/graemlins/wave.gif" alt="" />