If you have a PG58IMG.zip in the root of your sdcard just delete (or rename) it and you will be able to get your bootloader in fastboot mode.
Then you should be able to use the command:
fastboot flash recovery {your_recovery.img}
---------- Post added at 09:58 PM ---------- Previous post was at 09:45 PM ----------
If you are htc_dev unlocked you should be able to flash some recovery without problem by using the command fastboot flash recovery {recovery.img}.
If you are S-Off user but you have locked bootloader and you are not using an eng hboot (that allows you to use fastboot commands) , you probably can't flash a recovery using the fastboot flash recovery {recovery.img} command and you have to use PG58IMG.zip to flash it.