See this thread for how-to
[GUIDE] How to Install a custom ROM *NOW WITH VIDEOS* - xda-developers
Here are the highlights (DL links in the above thread)
step 2: Root the phone.
If you are already rooted skip this step. Note that rooting BEFORE using ODIN does not mean you are still rooted.
1. To begin, mount your phone by plugging it in to the computer (you must have the drivers installed in step 1.1)
2. Go to the root file in the downloaded folder. It is called root.zip. Drag it onto your phone's root directory.
3. Rename the root file to update.zip and then turn your phone off.
4. Unplug your phone and hold down both volume buttons and the power button until a strange menu with blue items pops up. This is called the recovery menu.
5. Use the volume keys to scroll to 'reinstall packages' and press the power button to select. When it is done you will be rooted and then you can just scroll to the restart phone menu item.
step 4: Install clockwork recovery.
1. Go to the download folder and rename clockworkrecovery.zip to update.zip. Mount your phone and drag the update.zip file into the root directory. It is ok to overwrite the update.zip you used before. When it is done copying turn off your phone.
2. Unplug your phone and hold down both volume buttons and the power button until a strange menu with blue items pops up. This is called the recovery menu.
3. Scroll using the volume buttons to the menu item titled "reinstall packages" and press the power button to select.
4. Your phone should restart and you should be at a green menu. Continue to step 5.
I don't think I've ever installed CWM with ROM manager so I couldn't help with that.
Read through the post and follow the steps, you'll be good to go.
Also, Di11i's new ROM is killer, I love it