I was using 3.1.2 on my 3g
I saved my shsh files with tiny umbrella, then put my phone into DFU mode. Tiny U didn't seem to be doing anything, so i restored the phone with itunes. itunes updated the phone to 4.1
I downgraded to 4.0 afterwards, but my bootloader is now 06.02 and i cant unlock the phone again.
Is there anything i can do with the backed up shsh files to unlock again?
Not sure why you were using Tiny Umbrella on a 3G. TU does nothing special for a 3G/3GS except manage SHSH blobs to iTunes during a restore. In other words, TU does NOT prevent baseband update on 3G/3GS!!!
You are stuck. As yeow202 said, the baseband version never goes down.
You should be able to unlock again soon though. Just go back to 4.1 for now and wait until ultrasn0w is updated to support that baseband. Should be this month sometime, maybe even as soon as next week.