To add to Fred's reply, you want to hold the temp at 150F for 30 to 45 minutes, and you want to have around 1.25 to 1.5 ts of water per pound of grain. For this you will want to do a mini-mash of the rye, as there aren't many rye extracts. Rye can convert itself, as it has plenty of enzymes. Rye is very sticky, and the addition of rice hulls (can be found at most homebrew stores) will help you drain the liquid out. If you have a grain bag, you can rinse it with water in the 168-170F range to get a little more out of the mini-mash.
Good luck. Rye can be frustrating to mash due to it being sticky, but the finished beer makes it worth it.
Edit, the advice above is for malted rye. If you can only buy/use flaked rye (no enzymes), you need to mix that with some barley malt to get the enzymes required. Use at least a half pound of barley to pound of flaked rye, a 1:1 ratio would be better.