Three things to check:
1) bootloader. Power off your phone. Then, hold Power and Vol-down together until the white bootloader screen appears. On the first line, do you see "S-OFF" at the end? If so, NAND is unlocked! Next.
2) custom recovery. From the bootloader menu, use the vol-down button to scroll to RECOVERY. Press Power to select. In a few seconds, the recovery image should appear. Not sure which recovery will be there. Simpleroot gives you the option to flash either clockworkmod or RA. Did you do that step? If not, you should open Simpleroot and flash a recovery. Do clockworkmod for now.
3) superuser. Boot into your OS. When it's done, go to your app drawer and look for the "superuser" icon. If it's there, you can run root-only apps.
Next step (after you've verified you've flashed a custom recovery) is to download ROM Manager from the market. While I personally don't use this much, a lot of people like it for the convenience. ROM manager allows you to initiate nandroid backups, ROM flashing, etc from within the OS. The alternative is to boot into recovery (see the instructions I have for #1 and #2 above) and do things from there.
Glad you got things working. Red triangles are not our friends.