How to jailbreak my iPhone 4 WITHOUT entering DFU mode?

I have tried to jailbreak my iphone before but i had to enter dfu mode. It said i entered dfu mode wrong and i couldnt turn my phone back on UNTIL i restored everything on it which took about an hour!

You can't. You have to enter DFU mode.

It sounds like you entered recovery mode, in which case you actually didn't need to restart. You could have held down the power button and the home button until the screen turned off, waited three seconds, and then held down the home button for twenty.

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