[Samsung Galaxy Mini] Uizz.UW:
No worries , I've been there too :P .

No , you cannot skip the Odin step . ClockWorkMod (CWM) is a custom recovery mode that has much more options unlike the normal recovery mode . You need that first in order to do other things later . I will give you a detailed explanation as well as step-by-step instructions below . Here we go :

First of all , download the Odin version that I posted in that topic . Or look it up on google (Odin 3 1.85) and make sure you have the .exe file and the .pit file .

Now turn off your device . Wait for it to completely power off (turn the capacitive buttons' lights off) and then keep Vol. DOWN + Home + Power pressed till the Download Mode prompt is shown . It will ask you to press Vol. UP to continue and Vol. DOWN to cancel . Press Vol. UP .

Now make sure you do not have Kies open (Ctrl+Alt+Esc , then go to Processes tab and make sure there is no process named "Kies" or something like that in the list . If there is , click on it and select "End Process") . Then you can connect your phone (that is in Download Mode) to the PC . The first time you do this , Windows should install the required drivers . Wait for it to do it .

Next up open Odin . If all went good , you will see a small yellow box in the left that says something like "0:[COM-7]" or something like that . That means you're good to go . If you do not have that yellow box , do not go any further .

Okay so now it's time to install the custom CWM squadzone made . Make sure you have it downloaded and extracted so that you have a .tar.md5 file . Now click the PIT button and select the .pit file that you have downloaded with Odin . DO NOT TRY TO FLASH WITHOUT IT . After , click the PDA button and NOT the PHONE one (again , CLICK THE PDA BUTTON) and select the .tar.md5 with the CWM that you have downloaded .

Now in the left of Odin , above the log textbox , you will have 3 checkboxes . MAKE SURE "RE-PARTITION" IS UNCHECKED ! If it's not , it will screw your firmware and you will have to fully re-flash it .

If you did all this , you can now click START and it will start flashing the new recovery (note that in the big white box above the yellow one , it will say "RECOVERY" . There is displayed the current thing that is flashed into your phone . If you had a full firmware and not only the recovery , there will be more things displayed there as they are flashed . Now do not unplug your device until both the two , small and big , boxes turn green and it says PASS . When it says that , your phone will reboot normally and you will have the custom CWM installed successfully .

Now it's time to flash the ROOT and the Kernel . From this point onward , we can do everything from CWM , no need for Odin .

First of all , make sure you have the .zip files you want to flash inside your sdcard folder (a.k.a internal SD card) . In our case we will need the Superuser .zip and the update-jenaboot1.1.zip .

Turn off your device again , but this time keep the Vol. UP + Vol. DOWN + Home + Power buttons pressed UNTIL THE SAMSUNG LOGO APPEARS . When it appears , stop keeping them pressed . This is how you enter recovery mode .

Once in recovery mode , you can use Vol. UP to scroll up through the menu , and Vol. DOWN to scroll down , and you use the POWER button as an OK / Select button . Scroll down to "Install zip from sdcard" and select it . Then go to "Choose zip from sdcard" , and then scroll down till you see the files you want to flash , select one of them and choose the "Yes" option (you will have many rows where it says "No" , scroll to the one that says "Yes" and select it . Same procedure for the second file .

After you have done all this , make sure you are in the main menu of the recovery mode and choose "Reboot device" (first option) . This will reboot your phone normally and it will be rooted and will have the needed kernel for overclocking .

Now all you have to do is go to the Play Store and search for CPU Master (this one) and install it on your device . This is the app that will let you control your device's CPU frequency . I have it set to 1107MHz and it has no problems . I had it set to max (1126MHz) before and I got some restarts while playing ME:Infiltrator , but it's stable like that too if you don't do too much gaming .

Hope I've cleared up most of the things for you . If you have any more questions , don't hesitate to ask ^^!

Have fun with your device :D!