If your phone is already rooted then all you need to do is flash a gingerbread rom.
The way I would do it is download titanium backup if you dont already have it, backup all your apps. Also you might want to backup anything else you dont want to loose eg phone numbers, sms etc.
Download the rom of your choice eg the oxygen one in the link you posted. Copy the zip file onto your sd card.
Turn the phone off.
Hold the volume down key and turn the phone back on.
The white HBoot screen should appear.
Press volume down until Recovery is highlighted, then press the power button.
The phone will now boot into recovery.
Press Vol down and go to backup and restore, then press the trackball
Backup should be highlighted, press the trackball and your phone will begin to make a backup.
Once the backup is complete you will be back in the recovery menu.
Vol down to wipe data/factory reset, press the trackball.
confirm the wipe by going down to yes - delete all user data and press the trackball.
Once this is complete go to wipe cache partition and select it, then confirm it.
Once this is done go to advanced, select it, then go to wipe dalvik cache, select it and confirm it.
Once this is done you are ready to flash the rom. Press the backup key to return to the main menu in recovery.
Go down to install zip from sdcard. select.
Then go to choose zip from sdcard. select.
find the rom you wish to install in the list. select, then confirm.
The rom will now begin installing. If it has a signature verification error, go back to the install zip from sdcard menu and select toggle signature verification then try it again.
Once it has finished select reboot system now from the main menu. Leave the phone to reboot (It can take a while the first time but leave it, dont pull the battery out)
Now your done
but good news is MIUI is joining the Gingerbread party this friday 
