it is extremely easy to do, and it is not illegal. As far as i know you only void your User agreement with apple.
However, adding sources may involve illegal packages, and they will warn you before doing so

Happy_Hustlin wrote it is extremely easy to do, and it is not illegal. As far as i know you only void your User agreement with apple.
However, adding sources may involve illegal packages, and they will warn you before doing so

I'm mainly going to use it to download paid apps for free if that's possible, I think it is.

But I've seen some cool stuff like changing the colour of you're keyboard etc

Getting caught- Its not illegal, just know if you ever have to take your iphone in to Apple for servicing, Restore your phone or they will refuse to help. But what you do on the device (pirating apps will get you some jailtime ;) )is all on you.

If you have iOS 6 its very simple. Tutorial isnt much needed but heres a copy and paste from iFans




Download the latest version of evasi0n-- evasi0n.com(OS X, Windows, Linux) and, if necessary, unzip the tool. You may need to run Evasi0n in administrator mode on Windows.
Connect your device to the computer through the USB port, and launch the Evasi0n application.
With your device plugged in, hit the Jailbreak button to begin. If you have not yet disabled your passcode on your device, it is advised that you do so. Head to Settings > General > Passcode to disable it.
Evasi0n will begin uploading the new RAM Disk and Kernel.
Your iPhone, iPad or iPod touch will now reboot.
You will be walked through a process of tapping the Jailbreak icon. Tap it only once! Your device will reboot once more.
Your device is now jailbroken running iOS 6 with Cydia.
You can now re-enable your passcode for your device. Youre all done.

And check out this, it should be really helpful [ Register or Signin to view external links. ]

TheModdingZone wrote Getting caught- Its not illegal, just know if you ever have to take your iphone in to Apple for servicing, Restore your phone or they will refuse to help. But what you do on the device (pirating apps will get you some jailtime ;) )is all on you.

If you have iOS 6 its very simple. Tutorial isnt much needed but heres a copy and paste from iFans




Download the latest version of evasi0n-- evasi0n.com(OS X, Windows, Linux) and, if necessary, unzip the tool. You may need to run Evasi0n in administrator mode on Windows.
Connect your device to the computer through the USB port, and launch the Evasi0n application.
With your device plugged in, hit the Jailbreak button to begin. If you have not yet disabled your passcode on your device, it is advised that you do so. Head to Settings > General > Passcode to disable it.
Evasi0n will begin uploading the new RAM Disk and Kernel.
Your iPhone, iPad or iPod touch will now reboot.
You will be walked through a process of tapping the Jailbreak icon. Tap it only once! Your device will reboot once more.
Your device is now jailbroken running iOS 6 with Cydia.
You can now re-enable your passcode for your device. Youre all done.

And check out this, it should be really helpful [ Register or Signin to view external links. ]

Thanks a lot for that, big help but what do you mean by pirating apps?

pirating means getting software or music or movies free, when it really costs money so in a way it is a crime, if you get caught