You can do what I did and buy FLASH IMAGE GUI from Android Market. It cost a dollar.(or look it up on 4Shared) And then run it and select Recovery Image on the radial menu and click the browse button and find the recovery image file. Then click "Flash Image."
Both ways should get you your recovery software installed. To see if you have the recovery software installed you need to boot your phone into the recovery. To do this you: Turn off phone, hold down the power button + volume down + home
button. Hold for a few seconds until the recovery shows up. If your screen looks like the following link then you've successfully installed the CWM recovery image.
http://www.villainrom.co.uk/SGS2/pics/device.png
To move around in the recovery. Volume up is up, Volume down is down, camera button is forward, power button is back.
Clockworkmod Recovery (CWM):
http://unleashedprepaids.com/media/MS690/recovery.img CWM-5.0.2.6