This Device has a pending TSS request

[rickymem]

I have Iphone 3GS with 4.01 .
I have installed cydia from jailbreakme.com and since that day I see only this message "This Device has a pending TSS request", I am a total rookie and I do not understand anything about it. I just need something to jailbreak the phone. Can some one please tell me when this message will change or if there is any other way to jail break the device
For god same some one please help.

[Simon]

If you have cydia on it then you are jailbroken already. Don't worry about that message in cydia. If you want to save your SHSH it is best to use tiny umbrella to do so.

[rickymem]

Thank you sir, Can you please explain why any one would want to save the SHSH file and what is its use, can I unlock it right now even though when my SHSH is not saved?
Thanks in advance

[exidis]

shsh is meant to be used for future when you accidently upgrade your firmware or just want to go back to the older firmware or update/restore ur iphone without updating your baseband (for unlock purpose as some baseband arent unlockable ATM)

Thanks
eX