I think we need to clear up a couple of things and kind of slow down before you brick your phone
Generally, there are 3 types of locking for these phones.
First, there is SIM locking that everyone is familiar with and locks your phone for use on only one network.
Secondly, we have CID locking - which locks the software\firmware on your phone to that supplied by a particular carrier (for example, if your phone is CID locked to AT&T, you can only flash a ROM from AT&T and not HTC or a custom ROM).
Lastly, and least to be concerned about, is Application locking. I've not heard of any of the touch duals being app locked so we can safely ignore this.
I'm guessing that you meant your phone is sim unlocked in which case, I'm 99.9% sure that none of the ROMs that you can flash will change that.
If yours still has the carrier ROM on it, it is most likely still CID locked so you need to get that off first.
Once that's done, you need to HARD SPL installed (the SPL is the bootloader bit, SSPL is just a "software" version of it that can run but doesn't install anything) If you put HARD SPL on, then it is almost impossible to brick and ruin your phone - but until that is on, don't try flashing custom ROMs or radios etc. as you're asking for trouble.
Also, until you have HARD SPL on, be careful about flashing anything - make sure you don't run apps while it's going and shutdown anything that could interfere. Take basic precautions and you should be fine.
But TBH, if you're new to these phones anyway, and the ROM is right for your carrier, I'd leave it as standard - I personally always find something wrong with the cooked ROMs - missing T9 dictionaries \ SMS not working \ MMS not working \ some other detail that was missed, and I always end up going back to either my stock ROM (T-Mob UK WM6) or the HTC Update (WM6.1) but I don't notice the difference if I'm honest.
People say that whatever ROM they have on is the fastest they've ever tried but in my experience (and I'm on my fifth or sixth generation of WM phone) the difference is marginal at best and certainly not worth the trade off of broken features and multiple reboots.
So, my advice is, by all means, have a mess with other ROMs but be careful, get HARD SPL and make sure you have a ROM to go back to.
Oh, and try a hard reset (or Clear Storage from control panel) after syncing everything up to try and fix your current problems
Cheers,
Smiffy.