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Untethered jailbreak
Summary
An untethered jailbreak is a type of jailbreak where your device does not require you to reboot with a connection to an external device capable of executing commands on the device.
Device
iOS version 4.0.2 and 3.2.2 do not have any jailbreak yet. (BACK UP SHSH'S!!!)
All iPhone, iPod touch, and iPad models including the iPhone 4 have an untethered jailbreak if they have any firmware version other than those mentioned above.
Devices with a newer bootrom, which include some iPhone 3GS units and "MC" model iPod touch 2G units, as well as all iPod touch 3G, iPad, and iPhone 4 units, can't have a untethered jailbreak by PwnageTool, since PwnageTool relies on exploits in the bootrom that allow signature checks to be circumvented.
However, it is possible to perform a untethered jailbreak on any device with any firmware version between 3.1.2 and 4.0.1 using Star (This include any iPad models, running 3.2 or 3.2.1). Star stores some code inside the device's VRAM in order to perform the untethered part of the jailbreak. It can be seen as some colored pixels before the SpringBoard is loaded.
Operating System
Star runs on the device itself, so the untethered jailbreak for iOS 3.1.2 to 4.0.1 is completely independent from a computer's operating system since there's no need to connect the device to any computer in order to jailbreak.
PwnageTool can only be used on Mac OS X.