My experience with this is that I first found many people telling you how to jailbreak my iPhone 4, I tried to do what random people suggested me but then realized I had damaged my device so I had kept trying around the web I took me 1 week to realize I had done something terribly wrong.
My sister showed up next day with her iPhone 4 running Cydia so as you could imagine I was really mad, I didn’t want to tell her how bad It had gone for me so I made someone else ask her how had she jailbroken her iPhone 4 so fast, I couldn’t sleep!
My friend found out that my sister had purchased, yes actually she used her C.C to purchase a professional jailbreak. I didn’t even know such thing existed. So I googled and choosed a company called JaiPhone, I didn’t even know if it was the same company my sister had choosed but I clicked on download and crossed my fingers.
At the end these guys were great, I’m kinda slow when it comes to use programs but these guys live assisted me through all the process, the other day I showed my sister my jailbroken iPhone 4 and she was really surprised, funny to know we’re probably both clients of the same company which doesn’t actually make sense, but at least she thinks I jailbroke it by myself.
This is the link of the jailbreak in case you are interested http://download.jaiphone.com