JailbreakMe 3.0 supports remote jailbreaking over internet connection. You can use wifi or 3G to unlock iPhone 4 upto iOS 4.3.3 firmware.
How to Jailbreak iPhone 4 4.3.1, 4.3.2, 4.3.3
1. Connect wifi on your iPhone 4 which you want to jailbreak
2. Launch safari and open webpage: http://www.jailbreakMe.com
3. Click on FREE and the green INSTALL button. It will start installing Cydia on your homescreen. Let it complete
4. Once Cydia is installed it will give you a Successful Jailbreak message.
5. Now your iPhone has been jailbroken and you can launch cydia to install any apps available through it.