All the info you need is in the upgrade sub-forums. Make sure you know if your Treo is CDMA (Sprint, etc.) or GSM (unlocked) and follow the threads. There is a lot of info which can sometimes can make your head spin!
You can flash a ROM from USB or SD card. The phone must be unlocked first. Here's a link for the CDMA unlocker. Check GSM section for info on those.
http://forum.ppcgeeks.com/showthread.php?t=84822
Icons ROM is working great for me. Find it here:
http://forum.ppcgeeks.com/showthread.php?t=119097
Hope this helps get you going!