Make sure Safari isn't auto-unzippling "safe" files. That's what it did to me and I couldn't get Apex to install to save my life until I figured it out.
It should go like this:
Download bootstrapper.
Hit "Bootstrap"
Hit "Reboot Recovery"
Using the volume buttons, go down to backup/restore
Hit backup
Hit the sleep/wake button to go back
Reboot
THEN:
Download which ever ROM you want (I recommend Apex or Fission)
Drag the .zip to your SD card by plugging it in to your computer
Drag all drives to the trash to unmount or OS X will yell at you
Go back to Boostrapper
Boostrap
Reboot
Navigate to Wipe Data/Factory Reset
Hit yes
Then go to Install .zip from sd card
Then choose .zip from sd card
Then navigate down to the .zip (Should be named something like Apex_1.3.1.zip)
Then hit yes.
Then hit the sleep/wake button, then reboot
It will take a little while the first boot. It has to sort some things out. After that you can go about redownloading all your apps, etc.