Are you on the latest iOS software? 6.1.2 is supported via the jailbreak that's out.
http://evasi0n.com/ » to download the software to jailbreak.
Unless you are referring to Unlocking, which only allows your phone to be activated on another supported carrier, which you must go through the carrier to request this to be done.
Check out this place - http://www.idownloadblog.com/ for videos of certain tweaks and whatnot.
Cautionary tale and all that jazz.