If ur iPhone 3G is unlocked, then skip Unlock's step.
Downgrade instruction (in case if u want to use older firmware)
http://www.quickpwn.com/2009/01/downgrade-firmware-221-to-22.html
Firmware 2.2 download link
http://www.quickpwn.com/2008/11/firmware-22-download-links.html
Jailbreak iPhone 3G v.2.2 (2.2.1 compatible)
http://www.quickpwn.com/2009/01/official-quickpwn-221-and-pwnagetool-jailbreak-for-windowsmac.html
Unlock iPhone 3G (only available when baseband is 02.28.00 (v. 2.2), not work on official firmware 2.2.1 even u have downgraded)
http://www.quickpwn.com/2009/01/yellowsn0w-unlock-iphone-3g.html
http://www.smart-mobile.com/forum/viewtopic.php?f=153&t=151760
Allow cracked game to be install+run (it's in Thai)
http://newcastle.totocyber.com/viewtopic.php?f=2&t=4
Want game? Go find torrent
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Other option
1) Use SIM FREE to unlock iPhone
Buy from Ebay!
2) Use CUSTOM FIRMWARE (I.e. for Thai keyboard, Google map offline, etc.)
Go Thai or your region community forum and download it!
3.) Want to use firmware 2.2.1 but unlock?
Find custom firmware (which will not actually update your iPhone 3G baseband, so u can still unlock!)
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FAQ
What is Jailbreak? It'll enhance your system to be more flexible & do what original iPhone3G cant do.
What is firmware? Simply a iPhone system or OS. So the newer version, the more features enabled.
What is unlock? Locked phone means u r limited to one carrier. Got it?
Why do these? Depends on how u think. All might not necessary. So, forget it :-)
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Caution
Do it at your own risk!