HTC VISION RADIO's (PC10IMG.zip Update Files & .img files) - xda-developers
Its simple, just pick the radio you want, I recommend the .30 from the 2.3 leak. Rename the file pc10img.zip and put it on the root of the sdcard, not in any folders. Boot to the bootloader, by powering down then pressing vol down and power at the same time to boot up. Bootloader will scan the card see the pc10img file and ask if you want to update, press yes. Make sure you have a full battery before doing it. if you power down in the middle of it it can brick your phone, no coming back.
Rule of thumb, when changing roms is to do a full wipe. The only time you don't is when its the same rom just updated (going from 1.0 to 1.1).
The links on the mexdroid you gave me look like kernels, smartass is said to be good. V4xapps I would guess are themed google apps to match the rom, and themed icons again to match the rom.
Give it a shot and remember to do your nandroid backup first just incase something goes wrong.
You didn't do anything wrong, you have to flash Google apps apart from Cyanogen. its a copyright thing. download this http://android.d3xt3r01.tk/cyanogen/gapps/gapps-gb-20110307-signed.zip then flash it in recovery. I think you can also get the Gapps through Rom Manager.