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.
The most current versions of iOS (3.2.2 and 4.1), as well as the iPod touch 4G, do not have any publicly-released jailbreak method.
Devices as old as (or older than) the iPhone 3GS with the old bootrom have known bootrom exploits, so PwnageTool can be leveraged to break the device's chain of trust. Newer devices, which include some iPhone 3GS units, as well as all "MC" model iPod touch 2G units, iPod touch 3G units and any subsequently released devices, contain bootroms that close the utilized exploit. They have no revealed bootrom exploits to break the chain of trust, so they cannot be supported with PwnageTool.
Star runs on the device itself (not a computer program), so it is completely independent from a computer's operating system.
PwnageTool can only be used on Mac OS X.