First of all you need a rooted phone. That's the absolute pre-requisite: If you don't know how to just google "how to root [phone name]". There are loads of tools that make this quite easy.
When you have root access you can simply download and install Clockwork Recovery (which is NOT pre-installed) and [optional] Rom Manager.
When you have CWM installed, just boot into recovery mode and choose "install zip from SD card" after wiping cache/dalvik cache and a factory reset.
Don't forget to backup you data!