Have you read any of the threads? This information is everywhere.
I would suggest that until you do some homework, you shouldn't try to upgrade.
Every one of your questions are answered in
here and
here and
here.
There are 'basically' three parts to the software that runs your phone.
1. There is the SPL / bootloader.
2. There is the Radio ROM.
3. There is the System ROM.
All three must line up correctly.
1. If you are using code prior to 3.16 then you need either have the following SPLs:
>>>a. The ReLocker 1.06 SPL if running official carrier released code
>>>b. The unLocker (original) 1.20 if running custom built roms
2. If you are using 3.16+ code then you need either:
>>>a. The reLocker if upgrading to the unofficial carrier released rom
>>>b. the unLocker (new) 2.40 if running custom built roms
The path that is ABSOLUTELY the easiest and has the least potential of errors:
1. If running pre-3.16 code,
>>>a. run the relocker, if you have already unlocked your spl
(don't worry about getting out of the bootloader - tri-color screen)
>>>b. do nothing if on official stock carrier released rom
2. Run the Unofficial carrier released rom 3.16 (this has the radio also)
3. If wanting to install custom rom:
>>>a. run the unLocker for 3.16 and above
(don't worry about getting out of the bootloader - tri-color screen)
4. Install you custom rom of choice.
No gurantees ever implied, but this IS easy and as bullet proof as possible.