Did you have 2.2 stock before installing cyanogen, or 2.1? Just making sure, so you have the updated radio.
Otherwise, download cyanogen manually from their website, mount your SD card from recovery (in recovery: "Mount and unmount partitions", then "mount USB storage"), move the .zip file you downloaded onto the root folder of your SD card. Unmount, (wipe data/factory reset and cache partition if you haven't) return one menu back in recovery, "install zip from sdcard", "choose zip from sdcard", select the .zip file, install, reboot.
(if you know where ROM Manager placed the ROM .zip file on your SD card, go ahead and access the .zip file from there)
A phone stuck on recovery mode may possibly indicate an incomplete install, which is why I'm having you install it again.