See If Your iPhone Is Unlockable, Verify iPhone Jailbreak Method
One thing that has come up numerous times for me while jailbreaking iDevices is to make sure the device can be jailbroken and unlocked. There is a simple little application from iH8sn0w called f0recast that I recommend running before you attempt to jailbreak your iPhone. Use the information below to download and run f0recast on Windows 7.