You need to download the zip file for the new ROM and place it on your sdcard. Then boot into recovery (power off your phone, and then hold vol down while powering on.) From there, use the volume keys to navigate to recovery and hit power. This will boot you into clockworkmod (the recovery image you installed.) From there, go to backup and restore and do a backup. Once that is done, go to install zip from sdcard and find the ROM that you downloaded earlier. After that is done installing, go to factory reset and do that. Finally go down to advanced and do a dalvik-cache wipe. Once that is done, reboot your phone and you'll be on a new ROM