You may want to start from here:
http://rhodiumw.htc-unlocks.com/hard-spl.php
So first thing first is you need to unlock your device by reading the above thread. After that download the Big's ROM of your particular carrier, extract the rar file and then run the ROMUPDATEUTILITY.EXE...Of course you are doing all this with your device connected to a computer. You may want to read the first couple of stickies to get some basic ideas but that should be good enough to get you started.