Here's how to to it from cydia. You need to press the make my life easier button and wait until it shows 4.1 in green at the top. It could take a day or two.
Download the 4.1 firmware from apple
here
You will need to modify the iTunes hosts file so it verifies the restore with cydia and not apple. To do this navigate to C:Windows\System32\drivers\etc and open the file hosts with notepad, at the bottom on a new line copy and paste this;
74.208.10.249 gs.apple.com
Remember to save your changes. Now you can hold shift while clicking restore and show iTunes the file you downloaded. It will then restore your phone.
Tiny umbrella will save your SHSH's instantly on your computer. I've never used it personally...