The iPhone Dev Team has quickly released a new version of Redsn0w 0.9.6 RC15 which brings untethered iOS 4.3.3 jailbreak. With Redsn0w 0.9.6 RC15, you can jailbreak your iPhone, iPad and iPod touch on iOS 4.3.3 and install Cydia without need to jailbreak again everytime you restart.
Full step by step guide below:
STEP 2: Start Redsn0w 0.9.6 RC15 and point it to the official iOS 4.3.3 you downloaded above.
STEP 3: Select Install Cydia and any other options you need then hit the Next button.
STEP 4: Make sure your device is turned off and plugged into your Computer.
STEP 5: Now follow the steps on the screen to enter the DFU mode not Recovery Mode.
STEP 6: Finally sit back and have a cup of coffee then wait for Redsn0w to jailbreak your iOS device followed by a quick reboot.
P.S: This guide is copy-righted and in case you want to copy it, give the page credits.