Here's my understanding of things:
1) OCLF is apparently no longer in development and is not fully compatible with Gingerbread. There may be other, better tools out there - search the forums for "OCLF" and there may be a link to a better solution. I'm not interested in applying a lag fix, so I haven't looked very hard.
2) The version of CWM in the Market (with ROM Manager) won't work with GB. You'll need to root and flash a new kernel like the Corn Kernel (which has CWM) and do all your recovery from the recovery window instead of from within ROM Manager. I tried to use ROM Manager and discovered CWM wasn't included, so I looked for geeve's excellent guide on rooting your Cappy (which you can find
here). Very clear and concise step-by-step instructions for using Odin (NOT Odin One-Click).
My phone is rooted and I've been able to use CWM to back up the entire thing (data, apps, system - not music or pics, but I have those stored separately) in preparation for flashing a new ROM (someday - not entirely sure I'm ready yet).
If you've already rooted and you don't have CWM, you may need to flash a new kernel. That's beyond my scope, but perhaps one of the other helpful folks on this forum can chime in.