I got my iPhone from AT&T (so I've no reason to unlock it) at a physical store about 2-3 weeks ago. I wanted to use it as a modem then I read about jailbreaking so I thought I'd give it a try.

I followed the directions on this site:
How To Jailbreak iPhone 3G 2.1 With QuickPwn 2.1 For Windows | iPhone-Hacks.com
and now I'm stuck. I got an error 1013 after shift+clicking and trying to use the file that site had me download. I got stuck at the screen with the picture of the cable and iTunes. I managed to get it back to the emergency call screen and managed to use iTunes to completely reset my phone, but it won't import my stuff from my SIM card (hope I didn't wipe it in the process somehow).

If my phone is just fine, I'll breathe a nice heavy sigh of relief, but I still want to jailbreak it to use it as a modem.

You are in the iPhone 2G section but used a tutorial for the 3G iPhone. What iPhone do you have?

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iPhone 3GS factory unlocked (3.1.2; Blackra1n, Cydia, OpenSSH, custom 3.0 ipcc file (no sig), tethering hack by Dev team, 32 GB)
iPhone 3G (3.0.1; Redsn0w 0.8, Cydia, OpenSSH) 16 GB