How to Upgrade Your iPhone 4, 3GS Without Updating the Baseband (Windows) thread

Should I jailbreak my phone first before doing this process, or this process will automatically jailbreak my phone from the unjailbroken state while preserving my baseband? I've read so many articles here and there, and it's kinda mixed up in my brain making me totally confused to where should i start. iPhone 4 iOS 5.1.1 (9B206) BB 4.12.01 Status: Locked Contract expiration: Dec. 30, 2012 MAIN OBJECTIVE: Unlock (Is it right that i need to jailbreak my phone first to be able to unlock it once the unlock is available as my 1st option? 2nd option is factory unlock, which i don't have any idea yet) THANKS!