NO you won't lose any data because you already have an unlocked bootloader. Go download superuser from the link previously provided, put the file on the sd card. Use fastboot to install recovery:
./fastboot-mac flash recovery twrp-crespo-2.0.0RC0.img, replace the twrp-crespo... with the name of the cwm file you download. Just for you, here is the link again.
Use the link I gave you to download the latest cwm. Use the touch capable one so you can select features via touch instead of keys. Then go into the recovery menu from fastboot. When in recovery, select install zip from sd card, navigate to superuser.zip, install it. Then choose reboot system from cwm. It is that simple.
Right after you get that done, then boot into recovery, select backup and restore and do a backup. This will put a backup of your entire system on the sd card partition. Now you can go and get yourself any custom rom you want and install away without fear of bricking your phone. All you need to do is use recovery to re-install the backup you made and you are back to stock.
No more help after this. You will have to pay someone to root. I can't explain it any simpler than this. Actually the forums on the net explain it the same way. RTFM before crying for more help.