TUAW offers a quick-and-dirty guide to relocking an iPhone.

Hondamaker

Genius
Gold
May 14, 2007
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#1
TUAW offers a quick-and-dirty guide to relocking an iPhone. This could be done before updating the firmware so that you don't brick your phone.
 

Prelector

Member
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Sep 6, 2007
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#3
Wait!

If you read the entire article, Erica advises you WAIT before trying this "relock" process. Apparently there have been some problems identified, and they are trying to sort them out. Also, the dev-team has promised a GUI based relock app in the next week.

Just hold off on the update for now, wait for the GUI relock, then do it the safe way when all the tools are in place and working.