[MrObvious]

No you don't need the CD. I would just download the 3.52 ROM for starters. You will lose everything though when you flash a ROM or hard reset so learning to back up your phone is key. I use a storage card for keeping my data in tact and all the little cabs (installation files) of programs I use a lot.

I recommend PIMBackup from dotfred.net for backing up data. You can set it to back everything up like once a week or every couple days. Also you can go to htc.com and make sure you push United States and browse through the phones, find the 6800, and download the newest ROM. It's a lot better than the 6.0 IMO.