Jailbroke my 3g iPhone that already had 2.1 running on it. I used quickpwn and got the download at the official torrent
here. Took about 20 minutes, the first time it didn't take, but it took me a while to get to the home key the first time and I didn't hold it down for 5 seconds. Started over and was ready the second time and it worked like a charm.
After that I followed the steps listed at the beginning of this thread and I now have a custom message alert.