Full step by step guide below:
STEP 2: Start Redsn0w 0.9.6 RC15 and point it to the official iOS 4.3.3 you downloaded above.
STEP 3: Select Install Cydia and any other options you need then hit the Next button.
STEP 4: Make sure your device is turned off and plugged into your Computer.
STEP 5: Now follow the steps on the screen to enter the DFU mode not Recovery Mode.
STEP 6: Finally sit back and have a cup of coffee then wait for Redsn0w to jailbreak your iOS device followed by a quick reboot.
Download Redsn0w 0.9.6rc15 for Windows
Download Redsn0w 0.9.6rc15 for Mac
P.S: This guide is copy-righted and in case you want to copy it, give the page credits.