download it on your computer.. or wait for ios 7. it will be much better and I've read from multiple sources that some of the stuff ios 7 has added is better than some of the stuff you can do when you jailbreak the phone. google ios 7 and look at the videos and pictures.. (you can find it on apples website here: http://www.apple.com/ios/ios7/ ). You can find web articles on it and if you want to try it or become a developer, you can pay $99/year and download the ios 7 beta (I wouldn't recommend because it is said to be full of glitches at the moment). you can just wait for the fall and if you don't like ios 7, I hear they already have jailbreaks for it.
If you want to jailbreak it and not wait for ios 7, you can download any of these onto your computer: Evasi0n Redsn0w Absinthe Pwnagetool Sn0wbreeze Greenpois0n LimeRa1n Note that some of these only work on windows or Mac.
Also, be really careful when jail breaking because you could accidentally mess up your device and make it useless. Also, depending on the carrier, if you modify your iDevice in any way, it could cancel your contract if they find out.Good luck and hope this helps!