The iPhone Dev Team has released an updated windows version of their popular redsn0w program used to jailbreak older i-devices on iOS 4.1. Until today Redsn0w was only available for mac.
Those with a pc can go download it over at http://wikee.iphwn.org/howto:rsbeta. The download link is on the very bottom.
Be sure and read all instructions and every little detail before doing any jailbreaking on your iphone.
NOTE: Using redsn0w requires you to update to a stock apple firmware and if you use an unlock then you must wait for the dev teams pwnagetool which lets you update while preserving your baseband so you can unlock.