The error I'm getting is a blue triangle on chest when I try Recovery Mode. I am now rooted on ICS and want to go to flash a JB custom ROM.
That I believe is the stock recovery, you probably didn't flash the recovery to be permanent (by moving/deleting/renaming /system/recover-from-boot.p ). If you don't do that, the stock recovery will come back every time you boot into a ROM that has that file available (basically stock one).
You don't really have to worry about "permanent recovery" if you do it like this:
0 - Unlock if you haven't done so already, I am assuming you already have though.
1 - Download said ROM and other necessary files (Gapps for example) and put them on the sdcard somewhere you can find them (I make a folder to reduce clutter, but it doesn't matter).
2 - Reboot into the bootloader and use fastboot to install the custom recovery to the device.
3 - From the bootloader, select reboot recovery.
4 - Make a backup in the recovery.
5 - Follow the instructions of the ROM install (probably something along the lines of wipe, install ROM, install Gapps, reboot).
I can go into more detail if necessary, but perhaps starting a new thread would be ideal for that as we are getting kinda off topic here.