tell us how you did it.. because I for one am not so lucky.
I have jailbroken my iphone3g. Never done it before and it worked first time, seemed rater easy to be honest.
Steps i took were.
1. Create that Device support folder as said above.
2. Open itunes and restore my iphone3g. (restore
not update) It is a brand new previously unmodified iphone, but the firmware on the restore is newer than what comes on the phone. This is the firmware version that you need
3. Now the phone is up to date. Disconnect it from the mac (it can be left turned on for now, just not plugged in)
4. Run pwnage, leave it in simple mode, select iphone3g, click next and select the firmware you want to modify. (it will search and find the one itunes just downloaded) click next.
It will start doing its stuff and ask for your mac password so type that in, click
yes when it asks if you are a legit iphone user and click no when it asks if your phone has been previously pwned.
5. Now it has created you new firmware and left it on the desktop it will tell you to put the phon in DFU mode, it gives you onscreen instructions for exactly how to do it and when.
First it wil tell you to connect the phone so do that, then it will tell you to turn it off. Then it will tell you to prepare to press the required buttons and give you countdowns of when to let go of what. I managed it after having never done this sort of thing before so how hard can it be.
6. You're in DFU mode, now it will tell you to close PWNage and restore using itunes, so open itunes, click your iphone and then ALT+Click the restore button and select your new firmware (which will be on your desktop). Let it do its thing, it takes a while.
7. There you go, the pwnage is done