Visit this web first.Check if your ROM up to date.most important is radio version.If not then update your version,it will give you an idea of the whole flashing process.).Then you can read STICKY again.
http://www.htc.com/us/SupportDownloa...cat=2&dl_id=66.
If you already know how to do that part,than download and run imcokeman unlocker,and follow the steps on the black screen.When it will tell you to remove the miniusb off the phone ,do it,dont worry about rainbowscreen.Sticky has a better instruction....first flashing is always makes people nerveus,so good luck.