You can do either, depending on your own tastes, and the desired roast profiles of each origin.
I believe that each origin should initially be roasted separately and cupped, until you have a clear idea of your own preferred roast for that particular coffee. Once this is done, you can then "pre-blend" this coffee with any other coffee(s) that have the same desired roast profile.
To give you an example from my own personal experience. I am currently experimenting with the following blend:
20% Ethiopean Harar (roast - 2nd Crack)
45% Brazil Cerrado (roast - 2nd Crack)
35% Sumatran Mandheling (roast - 2nd Crack + 35 secs)
What I do here is pre-blend the Harar and the Cerrado, since they have the same desired roast level. The Mandheling is roasted separately, since it has takes a darker roast.
A handy hint I picked up a while ago - pre-blend your coffees at least 24 hours prior to roasting. This allows the varying moisture levels of each origin to equalise with the other constituents, thus allowing a reasonably uniform overall roast.
As you are starting out with blending, I suggest getting some high-quality Brazilian coffee to use as the base coffee of your blends. CoffeeSnobs is currently running a poll of the Brazil Cerrado (the best Brazilian widely available in Aust.), so Id recommend snapping up a few kilos asap.
btw, I did a post of espresso blending a couple of weeks ago. Check it out, it may help you start out on the wonderful world of espresso blending - http://www.coffeesnobs.com.au/cgi-bi...num=1091099959
Experiment with using the Monsooned Malabar as a base as well. I hear that it does very well. Try starting at 40%, and increase or decrease proportion as needed. I have no experience with this coffee, so I have no real advice to offer.