Visit the SGS Wiki for details on how to get into the Download Mode
You'll be saving yourself a lot of tears by installing the 3 button SPL fix before you flash the new Froyo or any other ROM you want to try out on your phone.
Follow the instructions on this topic to get your 3 buttons working again
ODIN method http://forum.xda-developers.com/showthread.php?t=785201
If ODIN gives you butterflies in the belly, you can try the alternative "SAFE" method via
Enjoy! ...& Happy Flashing
Note: if you are already bricked and you did not apply the Fix before hand, then your only alternative is to send the phone out for repair, or you can make your own JIG cable to unbrick you phone via ODIN following this guide:
[HOWTO] [REF] Make your own homed made JIG cable for phones without 3-button combo