At last we don't have to mess about pushing the recovery to our phones via a PC and USB lead.
All we need to do is download ROM Manager (the free version) http://www.appbrain.com/app/com.koushikdutta.rommanager
Run it and install the ClockworkMod Recovery from the ROM Manager interface.
You can reboot into recovery straight from ROM Manager and install any ROM that's sitting in the root of your SD card.
There is a paid version that allows you to download ROm's direct to your phone, but as I don't use any of these ROM' I've stuck with the free manual version.
Enjoy
Same thing is available for the Hero as well, VillainROM uses it as an OTA-updater. You tap a key, it downloads, reboots and flashes and reboots again, all in one go. It originated from Cyanogen.