help please htc mogul

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ok, i have downloaded and installed the unlocker on my phone so that i can flash it to alltel service, i downloaded the alltel rom and my phone gives me an error msg saying to open an application that can run the program before opening the program.... can someone please help me out here, all i really want to do is get my phone to pick up on alltel towers so i can use it, we dont have sprint which is the type of phone it is, or crickett which is what it is currently flashed to... all help is greatly appreciated!!!!!!!!!!!!!