Hmmm, well I have been through that and it is difficult. The RUU likes to see an Active Sync or WMDC connection to work properly most of the time. The latest unlockers are HERE>>
http://forum.ppcgeeks.com/showthread.php?t=42503
If that doesn't work, you may have to do what I did, flash with the RUU, everything you can think of. I went back to the stock ROM, a differet carrier, relocker, unlocker, etc... it took a long time to get the right combo. In the mean time, I would reccommend finding a friend with a card reader and prepping the new ROM that way. Saves a LOT of hassle.