You can go the SuperOneClick route, but I prefer DoomLord's root. Here is the process that I followed so that you can get ClockWorkMod installed as well as rooting the phone:
Root Skyrocket and Install ClockWorkMod Recovery using Odin [Guide]
It gives you links to all the software you will need and the instructions are easy to follow, but you HAVE to follow them exactly.
Chris
PS - Please 'Thank me' if you found this post helpful.