are you holding x the entire time; because whther you rooted or not you will go int to recovery mode the diff is this:
Unrooted:
Step 3: Preparing the Droid for Root
Once you have unmounted the phone, it is now time to prepare the Droid to receive the Root files. You will be accessing Recovery Mode to do this, a special Android console which can be used to manually recover and install updates. Start by powering down the phone completely.
While holding “X” on the physical keyboard, hold the power button to turn on the phone. You may let go of the power button, but do not let go of X.
After a few seconds, an Exclamation Mark icon will appear. You may now let go of X. To access Recovery Mode from the exclamation mark icon, hold the volume up button and then press the camera button.
rooted with sprecovery:
Step 1: Boot into SPRecovery
Power down the Droid completely.
While holding “X” on the physical keyboard, hold the power button to turn on the phone. You may let go of the power button, but do not let go of X.
After a few seconds, a green-gold colored Android logo should appear behind the SPRecovery Console menu.
You may now let go of X and are now ready to perform a Nandroid backup.
these images are from:
Full System Backup Using Nandroid | Root Your Droid