I just kept my phone plugged into the computer and it rebooted just fine for me. Updates and all! If it won't start back up after the reboot, then you can go through the steps of redsn0w again, and select the "Just boot tethered now" option instead of the "Install Cydia" option and It'll boot right up.
Like I said, when my iphone was connected to the computer it booted up just fine for me.
I have a 3GS with the OLD bootloader so that could be a factor?