Read the whole post in full before attempting anything!
redsn0w is an easy to use, multi-platform, multi-device jailbreaking and unlocking (iPhone 2G only) tool for the iPhone 2G (original iPhone), the iPhone 3G (but not the 3GS) and also the iPod touch (first and second generation). Currently it is available for Windows and Mac OS X [...]

For those not quite sure, you do not need ultrasn0w to unlock the 3.0 firmware on the 1st gen iphones.
If you have a Pwned iphone already, simply download the 3.0 firmware, connect your phone, click SHIFT + the UPDATE button (Don’t click on UPDATE alone) in iTunes – I used version 8.2.
Simple. You’ll have a [...]

What need to unlock iphone:
Notes:
-Your device must be already in the 2.2.1 firmware.
-If you have an iPhone 3G and is open to Yellowsn0w NOT update firmware on the new
-You must have the. Net framework installed on your computer windows http://www.microsoft.com/downloads/details.aspx?FamilyID=333325fd-ae52-4e35-b531- If you are MacOSX 10.5.6, you HAVE to read quick guide posted by the dev [...]