I just download them to my sdcard on the phone.
MAKE SURE YOU ARE NOT ON STOCK BEFORE YOU DOWNGRADE THE BOOTLOADER.
Had to cap that as it's important.
Rename one at a time to PG86IMG.zip
Move the one you renamed to the root directory of your sdcard. (Make sure it's PG86IMG.zip not PG86IMG.zip.zip)
Then turn off the phone. Hold power and volume down. Follow the instructions for flashing the radio or Bootloader you chose to apply first. Should be using the volume keys and power to reboot when its done. Shouldn't take more then a minute for each one. :]
Then immediately reboot to android. (Hopefully you're on a ROM other then stock before you do the Bootloader downgrade for JB ROMs. I recommend Negalite Blurom. I use it with hboot ENG 1.04 and have used it with 1.50.50.)
After your booted back up to Androiduse your file manager and immediately delete the PG86IMG.zip off your root directory of the sdcard otherwise you can't get to the recovery through Bootloader which can be a problem with any possible future boot loops.
Then rename the other file (radio or Bootloader) to the same PG86IMG.zip and move to root directory. Flash with Bootloader same as the steps a few above this. Then reboot and IMMEDIATELY delete the file off the root of your sdcard.

You're done after this. Just verify your changes by booting to the Bootloader and looking at what it says.
Also if your Bootloader is locked at all, you can't use Fastboot commands. Idk if you installed the jbear hboot after you achieved S-Off or not. If you did don't worry about unlocking it because Jbear hboots are pre-unlocked.
