Also as this is a tethered jailbreak, your iOS device will need to be plugged in to your computer every time it is powered on, in order to boot into a jailbroken state. This can be done using Sn0wbreeze’s built-in iBooty utility.
Redsn0w users (for both Windows and Mac) can also create custom firmwares without the updated basebands. Custom firmwares are handy for iPhone users who rely on carrier unlocks such as Ultrasn0w or GEVEY SIM. It is important to note that current version of Ultrasn0w does not support iOS 5.1. The iPhone Dev-Team though has promised to update it in near future, bringing support for iPhone 4 and 3GS users running iOS 5.1 on older basebands.
Download Sn0wbreeze 2.9.2 for Windows