since ur gonna flash ur XDA with SD i may advice you to get a newer ROM than 4.00.05. i recommend either TMO 4.01.00 or A30.09. both you can get cooked at Stefan kitchen at lumpistefan.dyndns.net
once you cook the ROM as .nbf file and download it, u will need SD reader/writer for ur PC. move the file to the SD card and insert it into ur XDA. if it asks u to format it just press NO.
goto the bootloader by pressing and holding the power button while soft reset. it should recognize the card content and ask u to press the action key .... enjoy ur new ROM!
note: if u still want the 4.00.05 ROM, use winzip or winrar to open the exe file and extract the .nbf file and follow the above steps.
good luck ...
HD2 - RSU: 188.8.131.52 - Android: Typhoon 3.5.4