Looked but can't find a guide specifically for the i4 but it works just as it always does. It easy, so I'll just write it up.
Always backup your phone before jailbreaking.
1. Download the official i4 4.1 firmware from here
iPod, iPhone and iPad Firmware Download and put it on the Desktop
2. Connect your phone to your computer.
3. Run redsn0w (downloaded from here
Dev-Team Blog - redsn0w+limera1n fun)
4. In redsn0w, click the button that says 'browse' and locate the downloaded firmware on the Desktop.
5. When redsn0w has successfully identified the file, click 'next'.
6. Check the option that says 'Install Cydia' and leave the other options unchecked.
7. From this point on, you just follow the written instructions in redsn0w. It'll first ask you to have the phone connected and turned off. Afterwards, it'll guide you through the process (it's basically just telling you how to put the phone in DFU mode). If you'd like, you can do a dry run first without having the phone connected and without pushing any buttons, so you can see how it works.