Yes, you will lose your jail break. Jail breaks are only good for, and only work on, the iOS for which they were designed. When you upgrade off that specific iOS you lose your jail break unless one is developed for that iOS.
As iOS 6 is not even "on the street" yet, there is no jail break. So, you will lose the jail break if you upgrade to it before the jail breakers get to "breaking" it.
The good thing is that tweaks and such that you have purchased through Cydia are handled like the App Store ones - once you've got them, they're yours. So, when a new jail break is released, you can go back to Cydia and get your tweaks back (assuming they've been updated for the new iOS).
Hope this clarifies.
Marilyn