well, it happens ... and like many others will tell you, flashing is not for everyone and they will also tell you to back up the file by using pim backup or windows myphone, i believe... i am not sure of the name because i do not use it.
i usually use activesync, since i don't have any important txts or other stuff to save... and lately, any roms that using manila2.1 is having issues with pim backup files...
there is a sticky thread
http://forum.ppcgeeks.com/showthread.php?t=78551, which will answer lots of information.
oh.. and once you have installed htc cd on your computer, you do not have to install everything all over again. also, well, i learned it hard way, when you are restoring contacts and calendar via activesync, be careful not to do sync your contact data from the beginning since it will delete the stored contact info on your computer...
hope it helped.
*EDIT* oh the most important thing... before you flash to any custom rom, make habit to flashing back to the stock rom, whoever carrier you have... it will save you lots of time as well... like i said, it is time consuming but it saves time at the end... ciao