These are instructions on how to jailbreak your iPhone 3G on the 3.0 iPhone firmware using RedSn0w for Windows. The Mac version of this tutorial is here. The 2G version of this tutorial is here
This tutorial can be used to jailbreak before applying the UltraSn0w unlock. UltraSn0w is not released yet. It will be soon. Meaning, if you require the unlock immediately then you should wait to jailbreak until UltraSn0w is released.
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Also the detailed tutorial can be found here.