i had the same problem. try this:
Please help (problems installing rom-First timer) - CyanogenMod Forum
put the pc36img.zip in the root of your sd card. when you turn your phone on it'll ask if you want to update, press up for yes, then up agian to reboot. it changes the "hboot" from what ever number it is on your phone (you can see it the bootloader menu) to 0.76.-----. before i did this mine was at 0.97.----- or something. just read the thread, hopefully it helps!