I'd help with the jail break, but my fellow moderators have already done all the hard work - they've made wonderful tutorials that are all posted in the Jail break section of this forum.
The only extra help I, or anyone, can give you is to point you at the correct one. So, two questions for you to answer:
1) What iPhone and iOS do you have?
2) If it's not the 4S, do you also want to unlock it so you can use a different carrier? If yes, we'll need your baseband...
Knowing that will enable us to send you to the right tutorial.
Marilyn