Available at: http://evasi0n.com/
I recommend checking the SHA-1 hash of the release you downloaded against the provided list (a habit I should get into as well). This can be performed by using OpenSSL:
openssl sha1 <filename>
Interesting that the jailbreak steps are different from the "redsn0w" utility, not having to get the device into DFU mode is great as I muck it up every time and have to reboot.
The installer places a "Jailbreak" icon onto the SpringBoard as part of the process which has to be clicked, i'm interested to know what role this performs in the jailbreak process.
Make sure if you've jailbroken your device to change the your default root password to something you've chosen! we don't want this happening again.
ssh root@<ip of your device>
iPhone:~ root# passwd
Changing password for root.
and heres a great writeup of what the jailbreak does: