The Xperia lineup of phones get’s its own take on the ROM Manager. Xperia CWM Auto-Instaler (not a typo) is an app that will download, and flash the ClockworkMod recovery onto your Xperia device in no time. Even better, once the recovery is flashed, you can easily boot into it via the app. The most important bit, is the fact that you can now flash the recovery while still having a locked bootloader. The app currently supports the Xperia Arc, Arc S, Mini and Mini Pro (not X10 Mini / Pro), Active, Play (mixed reports), Neo and possibly more, but only these are known to be compatible right now.
The ClockworkMod recovery version that will be flashed is 184.108.40.206 and is not exactly a true recovery considering that it installs in /system, but all the CWM functions should work fine.
Images below, courtesy of the developer.
WARNING: Do not flash the recovery via this app if you’re on anything other than a stock 2.3 firmware.