Here's how to restore and jailbreak a AT&T 3GS to iOS 4.3.3.
Download iOS 4.3.3 firmware. If using a Mac, download with FireFox
Start Tiny Umbrella, press TSS Server. Verify TSS Server Running is displayed.
Open iTunes, hold shift and press restore, select iOS 4.3.3 in new window.
About 5 minutes later, finished. No errors are expected.
Download and run redsn0w 0.9.6rc19 (Mac - Winows), select iOS 4.3.3, select install Cydia, ... follow the count-down timer carefully.
Two minutes later .. jailbroken