First you need to make sure your phone is unlocked... hold the power button, volume down and hit the reset button with your stylus, you may have to hold the reset button. on the bootloader screen it should say "CMONEX". View pic.
http://t3.gstatic.com/images?q=tbn:0...nexac6.jpg&t=1
If it does, you are ready to flash. If not, then you must unlock it for flashing.
http://forum.ppcgeeks.com/htc-vogue/...k-cricket.html
After that, find a ROM of your liking. I suggest MightyRom, it's really great.
Touch Pro | MightyROM
After that, you will need to install a carrier cab for provisioning.
http://forum.ppcgeeks.com/titan-upgr...west-uscc.html
Then in order for data and mms to work you need to look at this
http://forum.ppcgeeks.com/htc-touch-...-2-things.html
by the way, when flashing the new rom, dont install the Remove Arcsoft Picture mail cab, just run the Cricket MMS cab. data wont work if you do it that way, cheers