I hate to say it but:
1) Your problem sounds like it is related to issues with sn0wbreeze.
2) Due to issues like this with sn0wbreeze and their inability to properly jailbreak devices, we do not support sn0wbreeze on these forums.
Since you have the SHSHs you need, I recommend you get PwnageTool, create your own custom iOS ipsw either by installing Mac OS in a VM or by using a friend's Mac -- you cannot trust sn0wbreeze, this is very specifically one of the reasons that we don't support it here.
The phone should not end in DFU mode -- it should end in recovery mode, and the 'just boot tethered' option will kick it out of recovery. If it ended in DFU, there's something else going on and without proper restore logs (see:
http://www.hackint0sh.org/f137/130802.htm) we don't have the information to check -- but even still, I can almost guarantee this has something to do with the firmware being created with sn0wbreeze -- we recommend very strongly that you either make this yourself in a VM or make it yourself on a friend's Mac.
If you post the restore log, I'll take a look, but if it really looks to be a problem with sn0wbreeze the resounding answer is going to be to use a more reliable tool that we support for creating the custom firmware.
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