I do believe you need to upgrade to 1.1.4 before you attempt to upgrade to 2.0 or 2.0.1. With winpwn, you will need a legit copy of 1.1.4 and using winpwn, you will need the 3.9 and 4.6 bin files for the bootneuter and then you will build a custom firmware with ipsw builder and once the file is built, you will then choose ipwner using your new custom firmware which will pwned itunes and then put your phone in restore mode and upload the new custom firmware. To pick your firmware, you will need to SHIFT-CLICK the restore button. Here is a link where you can find some information.
blog.iphone-dev.org