You MUST unlock your bootloader prior to upgrading your RADIO... this also means you will need to reflash your operating system to the phone afterwards (because the unlock requires a flash right afterwards).
This thread will teach you how to unlock your bootloader
http://forum.ppcgeeks.com/showthread.php?t=9093
This link is if you wish to continue running the official STOCK rom flash after you upgrade your bootloader
HTC AMERICA
http://www.america.htc.com/support/default.html
SPRINT ROM DOWNLOAD
http://download.america.htc.com/RUU_...4_new_Ship.exe
If you wish to run a custom ROM, there are 3 that I know of available right now, 2 of them you will find on the XDA boards and one by myself that was made available on Monday 11-26-07
My Custom TITAN ROM *sprint* only (download includes unlocker, radio update, and ROM)
http://forum.ppcgeeks.com/showthread.php?t=12542
Links to the other 2 available roms from XDA
http://forum.xda-developers.com/showthread.php?t=345087
&
http://forum.xda-developers.com/showthread.php?t=344974
The radio will NOT flash with a ROM, you must follow the steps in this order
0 - Back up your information
1 - UNLOCK your bootloader .... FOLLOW THE INSTRUCTIONS... have your phone powered on, connected to activesync
2 - Once the bootloader update is finished you will then be "stuck" in bootloader, now is the time to install your operating system ROM from one of the 3 links from above (mine, htc's, or xda)
3 - HARD RESET YOUR PHONE
4 - Boot your phone into bootloader by holding the POWER button and the CAMERA button while pressing the soft reset button
5 - Run the Radio Update
6 - Phone will now reset and bootup all by itself
The radio update is fantastic, its makes your Bluetooth work better, gives you better reception, faster internet speeds, and less drain on your battery.
I hope this helps.