When you go to put it in dfu and it ends up in recovery or whatever you said, open your device manager, scroll down to universal serial bus controllers and see if you see it there or anything that may have a red x on it.
So nothing like that came up but i saw "Apple device DFU mode" in there and apparently it wasn't installed properly, i just right clicked and hit reinstall, then redsn0w starting jailbreaking it.