Didn't he answer that in his original post? He wants to use it on t-mobile. Can't unlock an iPhone without jailbreaking it first.
Originally Posted by Condawg
To answer the original poster's question... If you deselect Cydia during the jailbreak process, how are you going to install ultrasn0w? Yes, you can install ultrasn0w with Icy, but there have been reports that jailbreaks with Icy selected aren't going so well.
You should just install Cydia, which will allow you to install ultrasn0w. It would be wise to just leave Cydia there, just in case you need it in the future... it's only 1 icon.