Idiot...
Just kidding. Unless you are already running certain ROMs then installing with ROM Manager will not work. You need to use bootstrap to get into recovery first to do the necessary installing.
Is this your first experience with a rooted phone or have you had a rooted device before? And also just so I know what OS is your X running now, 2.2 or 2.3?
Ok one more question then. What are you trying to install? Because that will make a difference.