You're kidding right? did you search at all? go to iClarified - Apple News and Tutorials and look in Tutorials, iPhone, Jailbreak it lists all the firmware and tools pick one for the firmware and phones you're looking for. Please search next time
For the iPhone 4 I would use redsn0w
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Look at the attached image in my earlier post. Here is just one link: Jailbreak iOS 4.0.2 with Redsn0w [How to Guide] | Redmond Pie
Massie;17 14649 said:All I can tell you at this point is that there must be some user error involved. If you want to try the ip4, here is the first Google result: Jailbreak 4.3 on Windows iPhone 4, 3GS, iPad, iPod touch Using Sn0wbreeze 2.3 [Guide] | Redmond Pie
Good luck, I hope it all works out!
Okay two questions: are you actually ON 4.0.2 before attempting this? And when you use that redsn0w, are you pointing it at a 4.0 FW like it says to do?