Broken down version:
1) download an ICS ROM zip file (I recommend SteppNasty Aospx - link in the 'resource bible')
2) put that zip file (don't extract) on the root of your sd card (i.e. not in any folders)
3) reboot your phone into recovery (either adb reboot recovery or power off > battery pull > battery insert > hold volume down button + power > select 'recovery', press power button
4) using CWM recovery, do a factory reset/wipe data, then I think under advanced select 'wipe cache' and 'wipe dalvik' (I don't have CWM anymore). If you like, you can also wipe battery stats, but I'm not sure it does anything.
5) select 'install from zip', and choose your ROM zip file
6) either flash a gapps (google apps) zip file if the ROM thread says it needs it, or reboot if it already includes google apps (most don't). Sometimes (like I think with Stepp Aospx), its actually better to reboot after flashing the rom, then go back to recovery and wipe dalvik & cache and flash gapps after getting through an initial boot. Most rom threads will have a link to the gapps they recommend for their rom. You just need one that matches the android version (i.e ICS gapps for ICS roms)
That's the usual method. Most ROM threads will have instructions on them. Seems like a lot of steps, but it usually only takes a couple of minutes.
Phone: HTC Glacier/MyTouch 4g
DD ROM: ICS Stepp_aospX 1.0.0-MR2 FINAL