Do you mean the 4S?
I'v written a hub about jailbreaking here: http://hubpages.com/technology/Jailbreaking-An-Iph...
It doesn't tell you how, just the pro's and con's.
I personally wouldn't recommend jailbreaking a 4S as you immediately void your warranty and still being very new is something you need.
If you would like further info inbox me :)