As you know iPhone Dev team released Redsn0w 0.9.6b4. Latest release of Redsn0w supports all iDevices but this method provides untethered jailbreak for iPhone 3G, iPhone 3GS Old bootrom and iPod Touch non-MC model. For all other devices, unfortunately, the jailbreak is currently tethered type.
Tethered means that the jailbreak needs to be reapplied every time you power down your iDevice. If you let the battery run to zero or restart your iDevice then you will need to reapply the jailbreak by connecting to your computer (tethering) and running Redsn0w ...