How can you both have root and claim warranty, you have to be unrooted to claim warranty. If you still want to go ahead.
I am assuming you don't have s-off or a nandroid backup of 1.34 using clockwork recovery. (if you have then do not follow the steps below, there is an easier way)
Basically what you need to do is downgrade to 1.34.
that way you can get root, upgrade to 1.82 and root again.
follow this guide on xda to downgrade your phone (follow only until step 12, read wiki)
[GUIDE] Downgrade your Desire-Z from 1.72 to 1.34 (and get root and S-OFF) - xda-developers
then root your phone using the htc vision wiki on xda forums
HTC Vision - XDA-Developers
when you have s-off confirmed the follow this guide to update your phone to 1.82 and get root (or if you want you can stay on 1.34)
[GUIDE] Downgrade your Desire-Z from 1.72 to 1.34 (and get root and S-OFF) - xda-developers
Read the wiki first, it always has the best and safest way to root your phone.
All of the above steps are a little complex so proceed with caution.
Don't use the indian ruu as it's a pre release one, i was not able to update to 1.82 after using it to get to 1.34 (restored my old 1.34 nandroid backup and was able to update).
what i'm saying is that you have to use other region rom or ruu (probably wwe) for the above processes, but that way you wont have the indian rom and will not get warranty.
If you absolutely want warranty i suggest you don't root at all, if not then go ahead and best of luck.