Okay im sure people have noticed when you upgrade to itunes 9 it deletes previous .ipsw files. To keep that from happening change your files to read only and iTunes can no longer delete the file.

For those of you who have had it disappear they are in the recycling bin.

I am nearly 100% sure this works I have opened itunes multiple times and even have tried to download 3.1.1 and it does not delete them.

Seems like a simple fix.
this should work.

um how do i change them to read only?

Right click the file and click properties.
Then just check the Read-Only box.

So simple yet so complex