If you've unlocked the bootloader, it shouldn't have a problem. I say shouldn't because there's always a small chance that something can happen. But to be honest, bricks usually happen when users don't follow instructions or read warnings, at least in my experience.
First rule of thumb when end user hacking or softmodding any device, be it a game system or phone, always read instructions all the way through before and during the process. This will minimize the chance of bricking.
If you're not comfortable with taking the risk, then maybe you shouldn't have unlocked the bootloader. I just hope that you realize your phone's warranty is shot, and there's no going back.
Sorry, I'm not trying to sound rude. I just want you to realize that if it bricks, you're responsible, and nobody else is. But it shouldn't brick if you follow directions carefully, and make sure you're installing the correct version, be it Bell or AT&T. Also make sure, in general for any rom, that you don't install a version with high-performance mods, like overclocking to 1.45ghz. This is not to be done lightly, as it can lead to burning up your phone, if not taken care of properly. Again, read warnings.
It is recommended to perform a backup of apps, contacts, SMS or whatever before doing anything. This can help when testing a new rom, as there may be something you end up not liking about the rom, and redoing the whole setup process can get tiring. I recommend TiBu (Titanium Backup) for apps and Super Backup for SMS, contacts, and Call logs. These are available in the market, and they work across different roms. TiBu Pro costs about $5 though, but it's the second best $5 spent on the market, next to PowerAmp. (

) It will be invaluable to you. The free version does not support batch restore (and backup I think, batch means multiples at a time)
I wish you luck, and I hope this helps. If you skipped parts of this (I understand why, loooong), I warned you.
Take care,
Drakonas