If you're trying to go to 4.2.8, this is your issue: you don't have SHSH saved for that firmware, so you will not be able to load it. So then, your only option is load 4.2.10. Since this is the latest firmware, you can do it normally through iTunes; just make sure that before you open iTunes you go into Tiny Umbrella's advanced options and uncheck the box that says something like "set hosts to Cydia on exit". After that, open iTunes, connect your phone, and update to 4.2.10.
(And bear in mind, iOS 5 is right around the corner. You're probably going to want to update again in a week or so.)
Ok so Im downloading the latest firmware so lets see what happens. So now that Im upgrading this 4.2.10 how do I get it jailbreaked as I hear anything over 4.2.8 is not possible? Does that mean Ill have a regular IOS on it till there is a crack for it?