either do it via adb (adb reboot recovery) and choose apply update.zip..
or
hold both volume up and volume down and press and hold the power key. When "Samsung" goes away, let go and wait a few seconds for it come back up. Then choose apply update.zip.
Or download the free version of Rom manager. You have a menu option to boot striaght into recovery, just a bit faster if you like flashing roms on a regular basis.