It should ask you to backup before flashing and then reboot, You can always try to reboot to recovery the same way you flash but instead select update package select reboot to recovery and apply manually, press power button to show menu, then with vol- select install from sd card (or something like that) and again with vol- select ROM zip and select it with vol+ and maybe power, You will see...
Dear VicktorX, I'm successfully run Rom Flashing to Factory Installation from this link : http://en.miui.com/thread-23259-1-1.html
Then I run your instruction "
Just put it on internal or SD and navigate to Settings->About phone->System updates and then with menu button select update package and apply the update! "
Very Successfully. Thanks a lot.