Not sure if this has been said before, but I am new to jailbreaking. I only got my iphone4 about 2 weeks ago. When I previously tried jailbreaking my iphone it would freeze up on me and it would fsck up my phone. I did a bit of research, and found a way around this. If anyone has any problems jailbreaking their iphone/ipad, then do this:
1) run jailbreak app as admin
2) go into task manager > processes > "jailbreak app" > right click > set affinity > CPU 1
3) close task manager
4) continue with jailbreaking
this helped me a lot, for some reason the jailbreak doesnt like using all CPU's, so I disabled all except CPU 1, and viola!
Again, not sure if this has been covered before, but just in case people are having problems jailbreaking their iDevice.