LL, I'm a long way from being an expert. Everything I know I learned from Darren in a near all-nighter and from watching the QBKing videos he pointed me at. But I have actually learned enough to be semi-dangerous. So here's what I suggest:
Your best option is probably to odin an EI22 rom that has CWM and root already built in.
If you don't want to do that, for general background on CWM installation and rooting, go here and look for a video how-to that fits your needs:
[ACS] [HOW TO] Root, Flash Roms/Kernels/Themes, CWM, and update! (69 videos) 9/22/11
QBKing is the greatest!
After you've browsed around there, go here to get the newest (I think) CWM:
[RECOVERY][CWM][ODIN] ACSRecovery 1.0.0.5 CWM4 Based Public Beta
There's a how-to video right on the OP.
Once you have that installed, you can flash your root from the following file after you dl it and copy it to your storage card:
su zip:
http://downloads.androidsu.com/super...fgh-signed.zip
If anyone else can improve on the above, please feel free to chime in.