Well the second poster pretty much gave you the necessary guides to do it.
I would:
1. Titanium Back-Up > Batch actions... > Back Up All User Apps + Data
2. Reboot into custom recovery(if you have one.) If you don't then you can simply install Rom Manager for free and it will flash CWM for you(requires SU permission).
3. Flash Cyanogen Mod of your choice.
4. Wipe Data/Factory Reset. Wipe Cache & Dalvic Cache
5. Reboot System
6. If your rom doesn't include Gapps, after the first boot, reboot into recovery again and flash your Gapps zip.
7. Titanium Back-Up >Batch actions..> Restore missing apps + data
You may have to reconfigure Titanium Back-Up if you chose to set your back ups to external storage. You can do that under Preferences > Back Up Folder Location
My other advice or words of wisdom: Don't get frustrated if you run into bugs. Bugs are inherent in custom roms and they usually go away over time. Best thing to do is to report them to the devs. Also, always MAKE SURE you flash the right ROM for your phone. Flashing other roms may brick your phone, even if they are for the same phone, but for different carrier.
