Unablle to put iPhone4 in DFU mode

I got my brothers iphone to use and upgraded to same to iOS 5.1 and set it up with my iCloud id. I am unable to jailbreak it, i know it is a tethered jailbreak using Redsn0w. I have jailbroken lot of iphone before and even iPad's but when i try this i am unable to pu the iPhone in DFU mode, the screen stays black but Redsn0w says there No iPhone detected, follow instructions....

Can someone tell me if there is a problem or an alternate way to do this ?

Please help.

DFU moe is the lowest level you can go to, it's mainly driven by hardware. If your plug is ok, there is no way it's not working. You might want to retry it since for beginners it might be hard to get into it. But it works 100% guarantee ;)