For Western blotting, it should be sufficient to pre-wet nitrocellulose membrane in the transfer buffer. PVDF membrane, on the other hand, should be pre-treated with methanol, then soaked in transfer buffer.
Here is a page that discusses the merits of each type of membrane:
keep in mind the relationship between membrane pore size (whether nc or pvdf) and your peptide's mw. normally, 0.45 um allows molecules less than 20 kDa flowthrough...