There are 3 main causes for bricking and security fail!
The number one issue is not preparing the computer for the flash (removing start up programs, running programs in the back ground during the flash etc...
Number two is not removing sim lock (makes no sens but I have seen this hundreds of times).
Number three not selecting the proper files to flash with. Forgetting to select "amss" in the multiloader will cause the "security fail". Some times you can reflash only the files from the firmware pack and correct this, but most of the time you will need to have it flashed with a service box.
Also many people make one very big mistake when you are downloading different firmwares and trying them out, or you flashed your phone before and just noticed a newer version is available. Most people do not delete the old firmware from there computer. When you download new firmware, unpack it, then run the multiloader you must point the multiloader at the correct directory. When you start to select the files to flash with, it will open the last firmware folder you used, for boot files and again for the others. That is 2 times you risk of selecting files from other firmware that is sitting on your computer. This will not brick the phone every time but can result in a poor results.