Entering and Exiting DFU (Recovery) Mode

Entering DFU (Recovery) Mode
First , ensure that your computer is on and iTunes is running (having iTunes running isn't necessary, but will save a bit of time later). Next, power off your phone by holding down the  SLEEP  button on top of the unit until the power off slider pops up. Slide your finger across the power off slider, then plug in your iPhone's data cable to both the iPhone and the computer. 
Next , Hold both the  SLEEP  and  HOME  buttons down for 10 seconds, then release the  SLEEP  button, but hold the  HOME  button for 10 more seconds. Your iPhone will have a blank screen, but should be in DFU (recovery) mode. 
At this point, iTunes should detect a device in recovery mode and give you the option to resotre your iPhone. If iTunes doesn't detect you iPhone, verify that you don't have OS X 10.6.5 (see note above). If not, try the process again. 
Exiting DFU (recovery) mode  
Exiting DFU mode on your iPhone is a much easier process. Simply hold both the  HOME  and  SLEEP  buttons until the iPhone begins to boot up. Release the buttons, and that is it, you are back to normal iPhone operation.