you got Z4Root to work?
that's awesome. Must be a rather recent thing.
and yeah, you need to be unplugged and typically, (depending on what Recovery you use) you'll want to press end til the menu to power off the phone comes up, then do a battery pull. Turn it back on with your combo of buttons. For me it is volume down, send and end. That will get you to Recovery. I find that if I don't do the battery pull, the phone just loads like normal.