Unofrtuantlty, one can't really give tips on DFU. I Googled it billions of times, and the only thing I really found was to follow the timed instructions in Pwnage. However, I didn't end up in DFU by following that method. Once the IPSW is created, you're really done. I got in with my phone unplugged by shutting it off and holding the power + home buttons as soon as the screen went black. The phone would boot a few seconds later, and then the screen went black. At that point I let go of home and kept power held for maybe 30 seconds. I then docked the phone and iTunes told me it was in recovery mode.
Remember that DFU is the blank, black screen. The USB cord pointing to the iTunes logo is not DFU. You won't be able to pwn in this mode, however, you will still have to Restore and start over again.
Side note, I
HATE Installer. It's so unstable and poorly built.