I have never owned an Imagio, on all of the WinMo phones I have owned, when flashing HSPL, for the SPL version it would actually say "HSPL x.xx.xx" or something, that's why I assumed you were still on a stock SPL. Maybe the Imagio works differently. If it it not unlocked and you try to flash a ROM, it will just fail the flash, your phone should be fine.
Here are the ROMs
http://forum.ppcgeeks.com/imagio-development/
what you do is find the one you want, let's say this one:
http://forum.ppcgeeks.com/imagio-dev...11-rc-1-a.html
you make sure that your phone is connected to your computer and that the Winmo phone manager actually recognizes it (with the green circle or whatever). Once it is recognized, just have your download ready, it should have a program called "RUU.exe" or RomUpgradeUtility.exe or something like that, just run that and follow the steps.
Be warned though it will erase EVERYTHING on your phone, so have your shit backed up and realize that it will wipe your phone. Do NOT disconnect your phone while something is flashing, it CAN ruin your phone completely. Also, read any special instructions for that ROM.
I have flashed literally hundreds of ROMs on dozens of devices (WP7, Android, WinMo) and never "bricked" a phone, it's because I READ shit before I flash anything.
If you are unsure, post a thread like you just did, it is better to look ignorant than to have a brick.