Hey Arn,
I havent tried it yet, but here's what im going to do.
I have a brand new iPhone, in order to unlock it you need firmware version 1.0.2 and you can restore your phone to 1.0.2. by holding down "ALT" when clicking "Restore" after plugging in your iPhone to your iTunes.
So, im going to try and unlock my phone with that firmware via modmyiphone's walkthrough (which has always worked).
Sound good? I mean, im not using 1.1.1 so I shouldnt have any problems, the old unlocking method should work as long as I use the firmware it was designed for, right?