No probs 🙂
When you root your phone, it means that you are giving your phone the privileges to edit whatever you tell it to, because it usually restricts you from doing certain things (like wiping the Operating System from the phone).
The Orange SF comes with it's own custom ROM (So it's own version of the Android Operating System). Most people don't wanna keep all the Orange stuff, especially when they're not going to be using Orange's network. So you download a different ROM (Something which is basically identical to the standard Android one, rather than a custom one), and then install it onto your phone.
I suggest you check out all of the "Pinned" threads which appear near the top of the threads on this forum: http://android.modaco.com/category/453/zte-blade-blade-modaco-com/
Modaco supply custom ROM's and information on how to unlock, root and ROM your phone in order to make it as efficient as possible.