Just save the file it dumped on your computer and make backups of it. The create a signed IPSW is what youll have to do if you ever need to restore 4.2.8, you will make a signed IPSW using the SHSH you just dumped.
What do you mean? The OPs question was about 4.3.5 and the other guy just wants to know how to backup his 4.2.8 SHSH.... neither of them are having issues with 4.2.8