[Q] Custom Roms for Xperia Z Ultra C6833 locked bootloader help topic

Hi
I am a noob when it comes to android but i have managed to get root access on my device and i have installed CWM recovery, my question is how do i now install a custom rom, my device is bootloader unlock allowed No, so i am aware that the kernel can not be modified and this will limit the roms that can be installed, but after hours of searching i have found a hand full of roms that say they will work with locked boot loaders but stop the phone booting. am i installing them wrong?
Thanks
Josh