EDIT - whew!
OK - in Rom Manager - you can restore your nandroid backup from there.
You won't have your new rom, but you can re-try the install once restored.
A nandroid backup is a full image backup of your phone - it's an entire snapsnot - an image - of your phone at the time you made it. It's not a rom, it's the rom, apps, settings, ever.y.thing. you had at that point in time.
You don't look for it on your PC or try to use it on your own from SD card, you deal with it through Rom Manager or bootloader menu only.
If you didn't make such a backup, here's your factory reset info:
homescreen -> Menu -> SD & phone storage -> Factory data reset (Erases all data on phone)
Personally, after any rom or kernel install, I do a factory reset, then a PRL update, then a Profile update - in that order - every time.