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1. Power down phone.
2. Hold down Volum Up, and plug in the Usb Cable to the computer, make sure the LED is BLUE.
3. Open and extract fastboot.rar from here , then open fastboot folder.
4. Now in the command prompt type fastboot flash boot boot.img
5. Verify that u get [ OK ] at end of flashing
6. Disconnect USB cable
7. Power on phone
8. When the OS boots up make sure that "Unknown sources"  and "USB Debugging" is enabled
9. Connect device via USB cable to PC
10. Start SuperOneClick app, you can get it from here, click on Root.
11. This is it, the moment of truth!!!! You've now successfully rooted your phone...

*Your internal data will be erase after doing this

1. Go to: http://unlockbootloader.sonyericsson.com/instructions. At the bottom click 'Continue' and enter your IMEI (type *#06# to find out), name and email address. 
2. You should now receive your unique unlock key. Note this down.
3. Download and Extract fastboot.rar from here and open fastboot folder.
4. Hold SHIFT and right click on the background of the folder
5. Select 'Open command window here'
6. Connect your phone in S1 Fastboot mode (turn phone off, hold [volume up] button and plug in USB Cable to the computer.) Make sure that the blue LED is on after plugging-in!
7. Now windows ask you to locate the drivers. Locate and install the drivers from here.
8. Enter fastboot.exe -i 0x0fce getvar version in the command prompt from step 5, and verify that you get a response back (for example "0.3"). This means your phone is connected properly.
9. Type in fastboot.exe -i 0x0fce oem unlock 0xKEY and replace KEY with the key provided in step 2 and wait.
10. And voila!!! Your device should now be bootloader unlocked!

I have Android on Xperia Mini Pro, when conected to Connectify, it's often disconnected and reconnecting, to solve this (I'm using windows 7):
1. stop connectify
2. open cmd/ command prompt
3. type "netsh wlan set hostednetwork mode=allow ssid=wifiname key=password keyUsage=temporary", press enter
    *wifiname: change it to a name of your wifi, up to you, for example madaHotspot,
    *password: change password to your wifi password, this script will make a new WiFi access point
4. Then type "netsh wlan start hostednetwork", press enter.
5. Open control panel, network and internet, network connections
6. Right click on your internet adapter that active for internet, click properties
7. Click sharing tab
8. Check Allow other network users to connect through this computer's Internet connection.
9. On the Home networking connection, select the new wireless network that created, microsoft virtual wifi miniport, if its name is wireless network connection 3, then choose it.