This tutorial will show you the steps of how to use sn0wbreeze. It is a program developed by iH8Sn0w that will allow you to restore your custom firmware that is pre-jailbroken. This one is for WINDOWS ONLY! I know it is a more complicated jailbreak but still worth it if you want to use it. 
Sn0wbreeze 2.5.1 also help to keep the current baseband after upgrading to iOS 4.3.1 so that you can still get the unlock working.
Below, i have given detailed instructions on how to use Sn0wbreeze 2.5.1
How to Use Sn0wbreeze 2.5.1:
1. Download Sn0wbreeze 2.5.1(File Catelog)
2. Download iOS 4.3.1 IPSW.(Discussed in the forum under "Apple Firmware" section
3. Run Sn0wbreeze 2.5.1, click OK on the first message, close credits and click on the blue arrow at the right bottom to continue.
4. Browse and choose the iOS 4.3.1 IPSW file.
5. After Sn0wbreeze identifies the IPSW, click on the blue button.
6. Now choose the Simple mode or Expert mode. If you need the unlock, then choose ” Baseband Preservation Mode ” and continue. If you have chosen the expert mode, you could customize the various options. Once you’re done with that, proceed to the next step.
7. Now, click on ” Build IPSW ” to start the custom IPSW building process.
8. After the process is over, click OK and then follow the on screen instructions to enter into DFU mode.
9. After it is over, click OK and proceed.
10. Now, open iTunes, "hold Shift and click the Restore button.
11. Browse to the iOS 4.3.1 IPSW file made by Sn0wbreeze.
Information Provided from: http://tipsneeded.com
