The phone should be in Download mode:

1. Take out the battery
2. Plug into USB
3. While holding both volume buttons:
   1. Insert the battery
   2. Click the power button
4. Phone should go into Download mode after a few seconds (yellow triangle with an android in it)

You may need to disconnect from and reconnect it to the computer after this for Odin to see it.

The phone should be in Download mode:

1. Take out the battery
2. Plug into USB (apparently skip this if you have an i9000 -- see comments)
3. While holding both volume buttons (Note, you may need to hold Home+VolDown instead)
   1. Insert the battery
   2. Click the power button
4. Phone should go into Download mode after a few seconds:

You may need to disconnect from and reconnect it to the computer after this for Odin to see it.