well if you used jailbreakme.com you have to restore/rejailbreak to use openiboot as jailbreakme.com is only userland. you need to use something like redsn0w to jailbreak. since your on 4.0 (i am too) you need the original 4.0 restore file which should be in your /App Data/Local Roaming/Apple/iPod Touch Software Update/ folder or something close to that, if you can't find it google "Felix Bruns" without the quotation marks and you should be able to download every restore file for every firmware there. but you can still use openiboot with iOS4, i have 4.0.1 on my 3G and iDroid works fine. We just now need to wait for it to be ported to ipt2g, i hear of a rumor of ipt4g getting 3g support, doubt it would support t-mobile's network but still would be cool for android. but yes you need to rejailbreak using redsn0w if your on windows. Redsn0w 0.9.5-b5
use the tool Firmware Umbrella to backup your SHSH blobs, i'm pretty sure you can save them to your computer with that idk, if im incorrect then i blame it on being sleep deprived as i have not been able to sleep in 2 days.