I've just found this;
Unlock without wifi
Submitted by kirasam (not verified) on Fri, 07/09/2010 - 03:31.
So, here's the way to unlock your iPhone
with UltraSn0w 0.93 without an internet connection
Download the ultrasn0w 0.9.3 in zip format and extract it; in there are 2 *.deb files (ultrasn0w 0.9.3.zip)
Now, what you need, it's a jailbroken iPhone . Meaning the phone was jaibroken using redsn0w, snowbreeze or pwnagetool. If the phone was jailbroken with blackra1n or spirit, then you have to install afc2add via Cydia ... but you can't do that since you don't have wifi :-).
Anyway, if requirements above are meet, you need to transfer the *.deb files and put them in private/var/root/Media/Cydia/AutoInstall. If the Cydia/AutoInstall directory is not there, then you create one. You can do this using iPhoneBrowser or iFunBox
Once it's placed there, you need to restart your phone couple times, the 1st for Cydia to install the packages and the second to Ultrasn0w start to work. May have to reboot a 3rd time. I can verify it works on 3g 3.1.3 with 5.12
But my modem firmware is 05.14.02 and i need to downgrade it. I also learned that there is no way to downgrade it right now. And also my bootloader is 05.09. So, i am stuck here i guess, waitin' for the hackers.
Any idea would be appreciated.