you can download ROMs on your computer, and move them over to your SD card (i usually make a folder specifically for my roms and themes) via the mass storage mode.
or you can download straight from your phone....the ROM will go into your downloads folder (changes for some browsers)
then open up bootstrap recovery, tap bootstrap recovery, grant SU permission, OK, reboot recovery.
it will boot into clockwork mod, go down to backup and restore, select backup, yes, and let it work its magic...takes about 10 minutes or so to make a backup.
reboot phone. do the whole bootstrap recovery thing, get into clockwork, wipe data and cache,choose install .zip from SD card.
navigate to the location of your ROM and select it
choose yes
your ROM will install
reboot phone
sign in, go to market, DL TI backup, go into there and do the batch restore.
or you can sign in, and let the market download the apps for you, but TI backup is much faster. then you just have to restore the app data from TI backup.