I have an iphone here with modem 03.12.06_G firmware 1.0.0. I am trying to upgrade it to firmware 1.0.2 so I can unlock it. Can someone tell me what I need to do?

Also, I tried holding the home button and the power button together and it doesn't give me the yellow triangle. Is this just a 1.0.0 feature where the yellow triangle doesn't appear?