HELP- HTC DESIRE HD- No os installed. I want to install cyanogen.

Hi guyz.....
I m new here, and new in the field of Flashing,recovery and rooting. So i request you all to help me out.

Yesterday i succeeded in unlocking Bootloader.
And i installed twrp recovery in my HTC Desire HD
And installed superuser(which i think twrp did for me)

I was following guide from ""https://wiki.cyanogenmod.org/w/Install_CM_for_ace""

I wiped dalvik cache
cache
data
AND SYSTEM AS WELL(i think i messed up here)****

then i tried installing the stable cyanogen file cm-7.2.0-ace.zip (88 mb i suppose)
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AND NOW I AM GETTING ""NO OS INSTALLED. ARE You sure you wish to reboot.""
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I tried what i could.....i even factory reset it.

pls guide me, what should i do to recover. I still can enter bootloader and recovery...!