"Jailbreaking" is a process that unlocks your iPhone 4 from iTunes, allowing you to install software from the third-party Cydia application store. The apps on Cydia do not have to pass through Apple's approvals process, and often offer functions that are otherwise prohibited by Apple's terms and conditions. Jailbreaking your iPhone can be achieved by visiting a website in the device's web browser that automatically installs Cydia, and the operating system changes that allow it to run. Jailbreaking your iPhone is entirely legal and safe, but does void the device's warranty with Apple. Download and install the latest version of iTunes onto your computer, following the instructions detailed on the Apple website. Connect the iPhone 4 to your computer using its USB cable, and click the "Sync" button in the lower right corner of the iTunes window. This will back up your iPhone 4 prior to jailbreaking as a safety precaution should you need to restore it. Launch your iPhone 4's "Safari" web browser by tapping its icon on the home screen. Click on the link " http://www.jailbreakme.com/
" This will take you to the JailbreakMe website. Tap the blue "Free" button in the upper right corner, and then tap it again when it turns green and its text changes to "Install." This will download and install the Cydia app store on your iPhone 4, and begin the jailbreaking process. Launch Cydia by tapping its icon on the home screen once installation has completed. Tap the "Complete Upgrade" button, and Cydia will be updated to the latest version. The iPhone 4 will reboot to complete the jailbreaking procedure. Hope this helps.