jailbreakme doesn't work any more, does it? You'll be able to jailbreak 4.3.3, there's jailbreaks out for pretty much everything now (I'm running 5.0.1 jailbroken).
I can only advise for jailbreaking it on a Mac, so you'll probably need to get into the official iPhone thread for some accurate links, but you just need something like Redsn0w
Plug your phone in, start that up, and then just click jailbreak and follow the instructions (it's basically: 1) turn your phone off 2) Hold the power button 3) keep holding the power button and hold the home button 4) release the power button). Then you'll get a load of code pop up on your screen, and when it (eventually) starts up again you'll be jailbroken.