In order for us to help you we need a little more info than that.
Are you on Windows or Mac?
What model of phone do you have 3G, 3Gs, iPhone 4?
What firmware is on the phone now?
Do you need to unlock?
What firmware version are you planning on Jailbreaking?
What method of Jailbreak are you planning to do? redsn0w, Sn0wbreeze,etc
Unlock - Using the phone on a carrier it was not made to be used with ie. using an AT&T iPhone on T-Mo