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I currently have my iPhone 4 jailbreaked on 4.1
So my question is; Can I update to 4.3.3 and jailbreak?

yes go to jailbreakme.com

Yes just update to 4.3.3 using itunes and then on your iphone go to here:You must login or register to view this content. and click free and then click install. and it will install cydia.

jailbreakme.com is the best option since theres no need of a computer

Jailbreakme does work, but I would suggest downgrading to a version that can acutally be jailborken, not tethered. Tethered is what jailbreakme is.

Jailbreakme.com is untethered.. All firmwares have untethered jailbreaks besides the iOS 5 beta's...

:p right. I got them a bit mixed up. My bad.

Out of topic, but I love your sig :carling:, back on topic, Yeah It should work, but it's always best to downgrade to a lower firmware if it doesn't jailbreak. Since stuff does happen... You should check jailbreakme.com's updates, if it says it will do 4.3.3 then it should