I'm fairly new to this melarky so I would advise you wait for confirmation from Shadowninty or one of the other Blademasters in these here parts before proceeding!
First make sure the ROM is compatible with your Blade. There are Gen1 ROMs and Gen2 ROMs. Download Ask Mr Pigfish from the market if you are not sure.
Place the JJ zip file on your SD card
Check the MD5 sum is good. When you downloaded the JJ ROM there should have been a string listed after if (for example: 1698CF7AF9D130B02DDC471D089751D8). Download ASTRO file manager off the market and run this. Run it and hold your finger on the zip file and select details. After about a minute it will tell you the MD5 sum. This should match what was listed when you downloaded it.
Provided this is all good, and you have sufficient battery power, you can shut down your phone, leave it a few seconds, then power it on holding menu and volume down. This should boot you into clockwork recovery mode.
From here you can backup your current setup (might be wise in case things go wrong). When you're ready to proceed select install zip from sdcard (navigate with volume up and down buttons and select an option with the home key). Select choose zip from sdcard. You should be able to navigate to your rom now and choose a zip to apply.
It should then install the ROM.
I'm not sure about wiping caches and stuff. I haven't been doing this when switching CyanogenMod 7 nightlies.