You've been iPhoned!

This guide will teach you how to Jailbreak your iPhone 3G running 3.0 firmware using RedSn0w on Windows. You can unlock your iPhone 3G AFTER following this guide by using UltraSn0w. Directions on that are here. Anyways, lets continue.
I strongly recommend you backup and restore your iPhone 3G to 3.0 firmware via iTunes BEFORE you begin this guide. By strongly recommend I mean restore to 3.0 firmware.
You will need RedSn0w 0.7.2 which you can download here along with the iPhone 3G 3.0 firmware file available for download here.
Once you have downloaded everything, extract redsn0w-win_0.7.2.zip to a location on your computer. You should see redsn0w.exe. Run it.
Click Browse.

Browse to where ever you downloaded your iPhone 3G 3.0 firmware .ispw, select it, and click Open.

RedSn0w tells you that the ISPW has been successfully identified. Click next.

You'll see a little window that says patching kernal for a second.

Select Install Cydia and click Next.

Plug in your iPhone 3G and turn it off. Once it is off click Next.

RedSn0w gives you instructions. We are entering DFU mode now. First hold the power button for 3 seconds.

Keep holding the power button and start holding the home button for 10 seconds.

Release the power button but continue holding the home button for 30 seconds.

RedSn0w does its thing. Let it.

Finally RedSn0w has finished loading everything onto your phone. You will see a pretty screen on your phone as it is being Jailbroken. Don't mess with your phone will all this is going on. After your phone restarts you are done!