Install yellowsn0w without WiFi network (Wired Internet Required) REVISED
For you guys who don't have a WiFi network but that have a laptop with a Wireless chip built in, I have the easiest solution.
You must have a ethernet internet connection.
Just create a wireless ad-hoc network from your laptop and set up internet sharing.
Then simply connect your iPhone to that network and you now have internet on your iPhone and can download yellowsn0w from Cydia.
For instruction how to set up Internet Sharing, Google is your friend. Just search for "internet sharing xp" replace the xp with your operating system!!!
Jailbreak your iPhone using QuickPwn
then download this program from here http://hacxip.com/hacx/3GUnlock.zip
Plug in your iPhone and select "normal" and then just press "hAck" and you are done.
I have tried this many times and I have always been successful and you don't need any WiFi and is much simpler than the above method.
All credit for this program go to the iPhone Dev Team and to Yaniv AKA hAcx from iphoneblog.co.il for creating the program!!