I'm not that familiar with the spr recovery method, but heres the clockwork recovery method.
First, move the zip file to your sd card. Then download rom manager. Open it and flash clockwork recovery. once you've flashed that, choose reboot into recovery.
once you've rebooted into recovery, choose install .zip from sd card, then just pick the fr57021 file and let clockwork do its thing. then just restart.
Or you can throw CM a little money, buy the premium version of rom manager and just download and install directly thru rom manager
In view of the issues RM is currently experiencing, I suggest staying with SPR.
If you have Gtalk or AIM I will be glad to walk you through the process.
If you are interested, send me a PM and we will set it up.
Mike
Typically, I always do a wipe. It just makes sense to start with a clean slate before I load the new rom, in my opinion. Perhaps I've just been lucky but I've not had any issues when switching roms.