Just to be honest, i have no idea how is this done either, but i found this for you, i hope it's good:
Step by Step Guide to JailBreak iPhone 3G using Windows:
Step 1: You need to download two files:
x12220000_4_Recovery.ipswand
iPhone1,2_2.0_5A347_Custom_Restore.ipsw.
Step 2 : Make sure you have iTunes 7.7 installed.
For Vista: Click Start then copy this into the search box and press enter after:
For XP: Click start then run, then copy this into the run box:
%appdata%\Apple Computer\iTunes
Step 3: Make a directory called: Device Support. If the directory already exists, clear it.
Step 4: Copy x12220000_4_Recovery.ipsw into the Device Support folder you just created.
Step 5: You need to get your device into DFU mode. You can follow these steps to achieve this:
* Connect your iPhone to your computer.
* Turn iPhone off.
* Hold power and home together for 10 seconds (exactly).
* Release power but keep holding home until the computers beeps (observed on a PC) as a USB device is recognized.
* At no point will the display come on. Now your restore should work.
Step 6: Once your phone is in DFU mode and detected by iTunes (should be black screen on phone NOT iTunes logo with USB cable), click on iPhone in iTunes, then hold the SHIFT key and click on restore.
Step 7: Browse to the folder where you downloaded iPhone1,2_2.0_5A347_Custom_Restore.ipsw and select it. iTunes will then extract the file and you will see the iPhone Dev Team's pineapple logo pop up after a few seconds, as seen in the screen shot below:
Step 8: When restoring has completed, it will ask you to connect to iTunes, then re-do the activation process (download carrier settings).
Step 9: Restore your backup, this should automatically be made. It should pop up right after downloading carrier settings, but you may also do it by right clicking your iPhone on the left, and selecting "restore iPhone".
The procedure should also install the Open Source Package Installer and Handler for the iPhone, Cydia which should make installing the
latest version of iPhone Dev Team's Tool - Pwnage Tool 2.0.x..
Yeah, another thing: Please do remember, hacking your iPhone is at your own risk. Before you start hacking your iPhone, it's a good idea to backup your iPhone.
I hope i've been helpful.