Check out this thread. I had a similar issue when trying to update to 4.3.3. Here's what worked for me, but note that this is really just for anyone who has used Tiny Umbrella before AND doesn't need to preserve their baseband for an unlock:
Part One: Pointing Your Hosts File to Apple
-Open Tiny Umbrella
-Under Advanced, uncheck the option that requests your SHSH from Cydia and save changes
-Close TU, open iTunes
Part Two: Updating to 4.3.3
-Backup/sync your phone
-Download the 4.3.3 firmware to desktop
-Open iTunes, hold Shift and click Restore, or Option and Restore on a Mac. (Not Update.)
-Browse to your downloaded ipsw and choose it.
-iTunes will load the new FW and verify it with Apple.
-When done it will ask if you want to set up as new or restore from backup. Choose backup to reload your data and settings.
-Jailbreak with redsn0w: Mac | Windows