I have already written a tutorial about how you can save SHSH blobs using Auto- SHSH on your PC/Mac . SHSH Blobs are required to restore to the earlier state of your iDevice if something goes wrong while jailbreaking. Many users who are not quite tech savvy find it difficult to follow the step by step tutorial.
Here is a video that will explain how you can Save SHSH blobs using TinyUmbrella :
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[Tiny Umbrella : www.thefirmwareumbrella.blogspot.com ]