1) Restore your phone, and set it back up as new.... meaning you lose your contacts, sms history, settings, etc... and try the jailbreak again. Worse case, if the jailbreak fails again, you still have a backup of your data in iTunes.
2) Do some searching on the web for a custom firmware image, download it and just do a shift-click on the restore button in iTunes, and select the image. There are plenty of custom images out there that come pre-jailbroken.
If you keep having problems, stop back and post very specific details about how you're attempting the jailbreak, and any specific error messages you're receiving.