Go to the official page (link below)
It's got all the details that you'll need just make sure that you read every single line thoroughly.
If you make any mistakes than you can use sony ericsson update service to reset it back to the stock SE rom.
Btw I recommend that you use the flash tool to unlock bootloader and to check if its unlocked as Noobonic said use the SE1Tool.
For me I'd say that MiniCM7 is the best custom rom that exists right now but since we have to flash the nAa kernel it seems kind of risky at first but if you understand the steps and follow it properly than there's not much to worry about.
The other ROM's are also quite good but the MiniCM7 is the best and most stable custom ROM.