I spent 18 hours banging my head against my 30" screen but finally arrived at the solution. My 2 biggest hurdles were realizing that, at this point, once unlocked, always unlocked (as of now, I consider upgrading to 1.1.1 a non option) and that I needed to allow iTunes to "see" my iPhone.
Allow me to explain:
I run mac, (using iNdependence) but this holds true with Win (using iBricker). When you get to the stage that you must jailbreak open one of these apps (several times is recommended-I did 5 times) you always get an error saying that the path was not recognized or some such BS. This is what threw me for hours. Simply exit this app then open iTunes and let it acknowledge your phone as being the evil spawn of satan that you have made it into. After being chastised by Apple, exit out of iTunes. Reopen iNdependence or iBricker. You should see that the activate button is lit up. Activate and spring from jail (again, may have to try a couple of times). Once you are jailbroken, the rest should be very easy. Follow the tutorial in the Wiki for downgrading from 1.1.1 to 1.0.2 (in your respective OS). I used this one (wish I knew how to hyperlink text)
http://modmyi.com/wiki/index.php/Dow...1_to_1.0.2_OSX.
Important: do all the steps down to 17, including rerunning anySIM. Unlocking the iPhone rewrites the IMEI and makes everything alright. I chose to skip step 18 as I saw little advantage to restoring it to factory when it really doesn. The error I got at this point was that I had the wrong SIM (not invalid) so iTunes wouldn't sync. At this point I used a tutorial that I stumbled on earlier regarding a lockdown patch. This sets it at as "factory Activated" and will allow me to drop any SIM in without the need to have iTunes pair with it. I don't know how to link programs or embed hyperlinks, sorry. I am sure others can point you in the direction of this lockdownd patch (actual unix file name is lockdownd). Stick it on your iPhone to replace the existing one in the directory: /usr/libexec/. Leave your phone unlocked and DO NOT TRY UPGRADING to 1.1.1. AnySIM patches the baseband only and Apple invalidates the IMEI. Just enjoy the mods of 1.0.2 and the luxury of being able to pop in any SIM from anywhere for free. Hope this has been of use. I'll check back later to see if you had success. D
