Tutorial wanted: bootloader, baseband, firmware

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Can somebody explain what the exact differences are:
- bootloader: seems to be built-in to the device and can never be changed (only by hardware mod). What versions exist? What's the job of this software exactly? I assume just to load the next part and maybe to check some Apple signatures? Must be stored in a ROM or EEPROM or so. (?)

- baseband: This is the modem firmware. The latest version is 5.12.01. Unlocking (opening the SIM lock) takes part in here. Under which conditions this can be modified is unclear. Is always only upgrade possible and changing this is done by the bootrom? Probably stored in flash memory or so. (?) Upgrading firmware by iTunes updates the baseband also, but custom firmware updates leave this part alone.

- firmware: latest version is 3.1.3 and includes the current uncrackeable baseband 5.12.01 mentioned above.

- hardware model: I have model MC133FD. What does this mean? Does FD stand for a specific provider it is locked for?

- What are the certificates (shsh file etc.) exactly needed for? I understand that this is somehow to confirm which version may be installed on the iPhone, because the certificate contains some hardware serial number (ECID or so). Can someone explain how this works in detail?

Under what conditions can the baseband be changed? Can this be done on a jailbroken device easily? Are any certificates necessary?

What are the requirements to flash a custom firmware to the iPhone 3GS with new bootloader (serial >xxx45)? Can this be done?