Ok, if you don't install a custom recovery, nothing will happen. But, that is the problem, it kinda defeats the purpose of rooting in the first place. You won't be able to flash roms or anything else for that matter.
I know it can seem to be confusing as hell, but trust me it's not that bad.
I'll give you a pretty easy tutorial:
Since you said you wanted to use Xiona CWMA, download the flash_image.zip and xionia_cwma_12518.6.img listed in the OP of that thread.
Extract the files out of the flash_image.zip and xionia_cwma_12518.6.rar to the root of your sd card.
Now, download Terminal Emulator from the Market. (We will skip the, how to use adb, lesson for now)
I used the Terminal Emulator when I installed the custom recovery. You can do it right from your phone and not even connect it to your computer.
Now that both files are extracted and on the root of your sd card, and you have downloaded Terminal Emulator from the market, your are ready to make it happen.
Open T. Emulator and type su and press return. Click "ok" to grant superuser permission to Terminal Emulator. You should see a # on the blue screen now. If you see $, then there is a problem and stop here. Otherwise proceed.
Type the following and press return after each entry (but do not include #, it is listed only for reference) and make sure each character and space is exact:
# mount -o remount,rw -t yaffs2 /dev/block/mtdblock5 /system
# cat /sdcard/flash_image > /system/bin/flash_image
# chmod 755 /system/bin/flash_image
# mv /system/etc/install-recovery.sh /system/etc/install-recovery.sh.bak
# mount -o remount,ro -t yaffs2 /dev/block/mtdblock5 /system
# flash_image recovery /sdcard/xionia_cwma_12518.6.img
# reboot recovery
That's it. Now you can flash stuff.
Hope this helps you out.