Keep getting the "Connect to itunes" screen

Every time I try go through the tethered boot I end up with my TV screen stuck on the connect to itunes picture.

Some errors I have watched out for put still get the screen:
- Made sure the power wasn't in when I put into DFU mode for the tethered boot
- I quickly plugged the HDMI cable back in after I was done
- After the "Create IPSW" phase I disconected and then reconnected the USB cable.

I dont know what I'm doing wrong, all help would be much appreiciated.

Thanks!

Exactly the same for me and it is very frustrating.  I've followed all the instructions exactly and it "appears" to work while running the tethered boot, but then i see the same on the TV each time.