With the imminent arrival of the IOS 4.2, it is very important to safeguard SHSH your iPhone or iPhone 3G/3GS 4 for iOS 4.1. After the release of IOS 4.2, you can not restore your iPhone to firmware 4.1 or any other: only iOS 4.2 will be accepted for a restoration. That's where the file SHSH: by saving for iOS 4.1, you can restore your iPhone to 4.1 if necessary.
You can save the SHSH your iPhone even when your iPhone is not jailbroken.
You do not need to be on IOS 4.1 to save the SHSH your iPhone for iOS 4.1. For example, your iPhone may be on the IOS 3.1.3, but you can always save the SHSH your iPhone for iOS 4.1.
The SHSH is a unique key for each iPhone it is not interchangeable.
Open TinyUmbrella.pkg> click Continue> Accept> Install> Enter your Administrator password> Click Close to complete the installation.
Open Finder> go to Applications> open the application TinyUmbrella:
On Windows OS
Tinyumbrella.exe click to launch the software.
Connect your iPhone to the computer> in the left column on TinyUmbrella> select your iPhone under Devices Connected > click Save SHSH > wait while saving your SHSH> verify that iPhone (iPhone model) 4.1 appears in list under Saved SHSH tab General
The SHSH your iPhone for iOS 4.1 is now saved on your computer.