Koush's server with the recovery images was down, so Rom Manager would throw an error if you tried to flash a recovery which you didn't already have in the cache. I recommend that you don't clear your download cache, or at the very least save a copy of the latest recovery image. That way, if the mirror does go down again, you can simply copy that .img file to [sdcard root]\clockworkmod\downloads\koush.tandtgaming.com\recoveries and be able to flash via Rom Manager.
The servers are back up though, so anyone having this issue should be able to download the Clockworkmod image and flash successfully.
I still can't get SPRecovery to work. But I just flashed ClockworkMod Recovery and it works. But the steps I took to get it to work shouldn't be necessary at all. I had to clear download cache, forget permissions on Superuser and restart the phone. After restarting, reflash ClockworkMod Recovery, grant and remember permissions and then restart the phone again. Sometimes it isn't necessary for me to restart after flashing, but I just do it anyway. Sometimes if I try to do something, like Backup Current Rom, it restarts my phone and takes me to the yellow ! screen. I'm guessing it does this because ClockworkMod Recovery fails and boots you into recovery to manually do a nandroid backup. But I press the power button to restart the phone. When it restarts I can try to do a backup. Sometimes it works, but other times it does the same thing. Then when I restart it again, it works.
This is the same with just about every function I use on Rom Manager. Such as flashing roms and kernels.
SPRecovery is almost non-existent in Rom Manager.. on my phone anyway. It serves no purpose other than taking up space at the bottom of the menu.