its rather hard to install custom roms without an unlocked bootloader.
Consider this: You have a computer that boots directly into windows. Now you have administrator access to the computer however you can't change the boot priority, what disks it boots from, or anything having to do with how the thing starts up. Usually when you want to install an operating system, say windows xp, you would put the disk in, boot from the CD, and install it. Well we have no "boot from CD" option, everything pertaining to that is locked down by Asus.
I know other phones have found ways to sidetrack around that but honestly, with how unreliable they are its often not worth it. Asus has this thing locked down pretty well that its damn near impossible to get enough access to load anything custom at startup (even the unlock they gave us is garbage, if that fails your screwed).
If you want to load something custom you are best to get a third party warrenty and use the unlock.
If what I said was remotely helpful the thanks button is right there, only takes a second.