Apple hs finally released fixes for all its devices in 4.0.2 version. This update will make sure nobody is able to JailBreak by using online tools like JailbreakMe. The release is for iPad, iPhone 4, iPhone 3GS, iPhone 3G, iPod Touch 2G and iPod Touch 3G.
You can use iTunes to download the patch but JailBreak will be gone untill another bug is found and apple will release 4.0.3 to patch it up. The War Goes on!!