It ishighlyrecommended to back up your ECID SHSH blobs if you have an iPod Touch 3G, iPhone 3Gs, oriPhone 4.
The best part of using Firmware Umbrella is you are not required to be jailbroken, like with Cydia. Plus the files are saved on your system.
Navigate to The Firmware Umbrella. On the right side there is a Quick Links area, and it lists the different computer systems. Choose yours and click on it. Run it (or save and run). [Highlighted Red Below]
It will Auto-detect your iDevice with an ECID. It will have a button that says "Save my SHSH" with your device name listed in a box below it. [Highlighted in Green]
It will save your ECID SHSH blobs to your system for use later should you have to restore.
If you have FileVault enabled, you may run into issues saving your SHSH file.
If you have an iPhone4 it MUST BE CONNECTED IN ORDER TO SAVE YOUR SHSH!! With ALL other devices all you need is the ECID to save your SHSH.
Your files are saved in:
<MAIN DRIVE>:\Documents and Settings\<username>\.shsh
ex: C:\Documents and Settings\semaphore\.shsh
(not sure exactly where to post this, Pwnapple, if you could move it to the appropriate section)