If you are still getting a red triangle and exclamation mark when you select recovery then you haven't succeeded in flashing the custom recovery. ClockworkMod will give you a menu of options, including "install zip from SD card", which is what you need for the root step.
So did you use android flasher to flash the clockworkmod img? I'm not a Windows person, so have no experience of android flasher - I just use fastboot commands directly (as in MandaNick's guide). But I think that getting recovery flashed is the key here.
I prob. won't be online much longer today, but if you could tell us exactly what you did (in boring detail - you never know what is important) and what responses you got then one of us can probably work it out.