Kris - you need to update the iphone using iTunes to get the current 2.1 firmware (2.0.1 and 2.0.2 are old now). This will relock and unjailbreak it.
You then use the above links to unlock it and jailbreak it again, but this time on 2.1 firmware.
I am pretty sure you need to be on the PROPER iTunes installed 2.1 BEFORE you use the above unlock proceedure