Look for script.log at the root of SD card (and/or internal memory) after each operation (ie. jailbreak, root, etc) - if there is one, than read it. It is possible that you are doing something wrong...
If you bought your device with 1.0.05.12140 firmware - currently root is not possible and I am not aware of any efforts to change that. If you updated non-routed device from 1.0.04 to 1.0.05 - root is not possible. In addition there is information that some RU devices being sold with 1.0.04 firmware have hole plugged and rumors that the same is true for at least some EU devices.