1. You do not need a special USB cable.
2. You must unlock your phone first. see
http://forum.ppcgeeks.com/showthread.php?t=84822
3. When I unlocked my phone, I had to disconnect and reconnect the USB cable in the middle of the process somewhere to get it to work. I'm sorry, it has been so long I don't remember where. Try it every time the unlocking program asks you to hit Ok, and if that is not the correct time, reset your phone, and try unplug/replug at the next prompt. Once you unlock your phone, you can try a whole bunch of different ROMs and see which one you like best.
4. Have fun.