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I highly suggest you go to the DInc ROMs and Hacks forum and Read Read Read before you do anything.
There are some very good tutorials, and some very good people there, but it's your responsibility to understand what you are doing with your phone. At a minimum, I would read the sticky threads and probably the first 5 or 6 pages of the forum before coming to a decision. If after reading and asking a few informed questions you find it’s still all Greek to you then you may want to think twice.
As they say… With Great Power comes Great Responsibility.
Oops - almost forgot... To answer your question, you would root first then install ROM Manager to download ROMs.