I assume you have done "Blood on the Ice" -quest? It is recommended to complete it before the Civil War quests, as doing it afterwords may be impossible. Therefore also becoming a thane of Windhelm will be impossible. I had to give up on one of my characters because of this :(
http://elderscrolls.wikia.com/wiki/Blood_on_the_Ice
But assuming you have done it, are you still able to help the citizens? Or have you done that as well, and Brunwulf & Jorleif just won´t give the options to talk? Is there anything that would help you behind the link --> http://elderscrolls.wikia.com/wiki/Becoming_Thane