Hi @Confest2k4,
If you are on the latest firmware for the PlayStation system you are unable to Jailbreak it directly from downloading anything as their is no Jailbreak available at this point in time (24/05/12).
If you want to pursue jail-breaking further, you will need to purchase an E3 Flasher Kit and install it onto your PS3, please note however that this method does contain hardware modification and if installed incorrectly can damage your PlayStation console and render it useless. I would only suggest this method if you have the right mind for it, steady hands and/or a family member that can assist you.
I hope I have answered most of your questions, if you have any more questions please comment below and I will try to assist you in your query.
Sincerely, REVIVE.