I hope someone can give me an idea of what I might have done. I had a problem with my iPhone 4 so I did a factory reset of the phone, and in doing so had it upgraded to 4.3.3(8J2)...this also updated my modem firmware to 4.10.1
I didn't realize this prevented a prober JB and didn't have a backup. I was able to JB the phone, but now when I plug it into iTunes it asks me if i would like to restore or set up as a new phone. I don't want to lose the JB, but have no music, or access to my .ipa files that I have in iTunes. I can't access iTunes apps or anything because I have not run through the iTunes setup on the computer. If I set it up on iTunes, either as a new device, or as a restore will I lose everything? Thanks for any help. Kinda confused here.
Since you do not have any backup , you have to set up as new device . Every restore will make you lose everything but you can sync your purchased apps , contacts ,music and videos from your computer through iTunes.
You either hit the "Erase all Contents and Settings" button and then restored your firmware, or just restored your firmware to a stock IPSW in iTunes, right?
That deleted all your data from the phone, and thus removed your previous jailbreak, as you're probably now painfully aware. What's done is done.
You can either set the phone up as a new device (recommended for battery life purposes) or as a backup of your device from an earlier sync, and you will not lose your current jailbreak. Jailbreaks are only lost after a firmware restore or upgrade.
Your music, apps, etc. will sync over onto your jailbroken phone whether you set your phone up as a new phone or from a backup, but only if you have the apps, music, etc. in iTunes on the computer you're using to sync.