here are the steps...
1. download root explorer..(you dont have to use root explorer..es file manager will work to but it doesnt allow you to search for the file where as root explorer will).
2. Copy the zip file to the ROOT of your sd card.
3. Open root explorer...now here you can either press your menu button and search for either bootanimation.zip or htc_bootanimation.zip...those are the only two names i've ever seen the file to be....The most common place to find the boot animation is here /data/drm.
4. Once you've located where the stock bootanimation is on your phone, then go back out to the first menu on root explorer and select the Mount R/W up at the top (this is what allows you to edit in root explorer)and then scroll down and select sdcard. The bootanimation you copied to the ROOT should be in there...find the file and longpress on it and select copy...
5. now go back out to the first menu and go to /data/drm or the folder that the stock bootanimation is located in and press on the bootanimation you copied from your sdcard and paste it in that folder...
6. Next you have to rename the files....so, for example lets say your stock bootanimation is named hTC_bootanimation.zip, you want to keep that zip in there so just put a 1 in front of it so it would be like this now, 1hTC_bootanimation.zip.
7. Now long press on the bootanimation you pasted in there and select rename. You have to rename the file EXACTLY the way your stock bootanimation is named but without the 1 in front of it...so for example, the file is named fade_warm_bootanimation.zip....you would rename it to this...hTC_bootanimation.zip....
8. once you've done that just exit root explorer and reboot and thats it
Also...some bootanimations specifically say you can flash it in on the page you downloaded it from....if not, then just follow those steps...