If you haven't already unlocked using SAM, you can follow this unlock tutorial. If you don't have access to a computer you can follow this tutorial to backup you unlock ticket using just the iPhone.
Download the latest version of RedSn0w from here.
Double click to extract the downloaded archive.
Launch the RedSn0w application from within the extracted folder.
Choose Extras from the main menu.
Choose Even More from the extras menu.
Choose Backup from the even more menu.
Ensure your path to backup is /var/root/Library/Lockdown, connect your iPhone to the computer via USB, and click OK.
**If you get a backup failed message you will need to open Cydia and install the afc2add package from the System section.
Your Lockdown folder will now be saved to the RedSn0w folder.
Copy this archive somewhere for safe keeping!