Okay, you're on a Mac, soooo....
In Safari, go to "Safari" in the menu bar, select "Preferences", select the "General" tab, uncheck "Open safe files after downloading" then re-download the firmware you want. This will keep the firmware in once piece as a "*.ipsw.zip" file. Go to your downloads folder (or wherever you saved the file) and rename the extension to remove the ".zip" portion to be left with "(firmwarename).ipsw" . This should change the icon to a blue and white cube.
Now, in iTunes, plug your iPhone in and hold "Option (alt)" key while clicking on "Restore" in the iPhone pane of iTunes. This will bring up a Finder window. Find your newly renamed .ipsw file, and open it.
This will restore the iPhone with the selected firmware (I assume 2.2). After this is done, re-apply the jailbreak and unlock. Simple as that.