iPhone 4 GSM:
http://appldnld.apple.com/iOS6/Restore/041-7175.20120919.wvv7Y/iPhone3,1_6.0_10A403_Restore.ipsw
iPhone 4 CDMA:
http://appldnld.apple.com/iOS6/Restore/041-7179.20120919.bDw4g/iPhone3,3_6.0_10A403_Restore.ipsw
Download the one that matches your iPhone, which is either a CDMA or a GSM iPhone 4. If it has a SIM tray on the right side of the iPhone, it's a GSM. If there isn't, it's a CDMA.
Download RedSn0w with this link (direct link from the Dev-Team Blog)
https://sites.google.com/a/iphone-dev.com/files/home/redsn0w_win_0.9.15b3.zip?attredirects=0&d=1
If your iPhone is already on 6.0.1, then you're good to go. If not, restore it. Or, if you're on 6.0, it'll work too.
Run RedSn0w as admin. Connect your iPhone. Go to Extras > Select IPSW. Point it to the IPSW you downloaded at the beginning. Then go back, click Jailbreak. Either put your iPhone into DFU mode now, or follow the on-screen instructions if you don't know how to. When applicable, tick the checkbox for "Install Cydia" and wait for the magic to work. Once it says "Done", your iPhone should be in the "Connect to iTunes" screen, and on RedSn0w, there
should (not sure since I haven't tethered in a whilte) be a message on RedSn0w that says "Now you need to boot tethered" or something like that. Just open up RedSn0w again, go to Extras > Boot tethered. Follow the on-screen instructions, and it'll boot your iPhone.
Everytime you turn your iPhone off or reboot it, you'll need to boot tether it again.