At this point, you don't need to do anything special. If you want to install a rom, place that rom anywhere on your sdcard, go into your recovery, pick flash zip, and then flash the rom file.
Certain roms have other zip files they want you to flash after flashing the rom. Simply load all the necessary files onto your sdcard beforehand and follow the directions for that particular rom.
So long as you don't use the factory reset that is found in the privacy settings page inside the rom, you will be fine.