In the past Cydia has given the option to "Make my life easier" which automatically saved SHSH blobs on the Cydia server, but since the release of limera1n and greenpois0n, this option has disappeared and your saved SHSH blobs are not shown on the Cydia front page. The Cydia server is still up and running, and any SHSH blob that you saved previously is still saved. Also TinyUmbrella, which uses the Cydia server, still works perfectly and should be used to make sure your 4.1 SHSH blobs have been saved.
My guess is that with the huge flood of jailbreaks and Cydia downloads during the past couple weeks, Saurik decided to turn this feature off for the time being in order to save bandwidth. Fear not, your blobs are still safe and this feature should return soon...
[TinyUmbrella, image via ipodtouchfans]