Get to http://www.jailbreakme.com/
on your idevice, and slide the bar, and jailbreak your device. No requiring to sync to iTunes and what not, everything is done on the idevice. It downloads cydia on your home screen, and NO REBOOT! How's that possible? Anyways, yea, just get on that site, and slide the bar.
It supports everything in iOS4, and 4.01. It doesn't support an iPad model, not sure which.
Anyways, downloaded, and installed cydia.