iPhone 3G themes

I found really cool iPhone themes... But didn't know how to download... Went to google for instructions... Found out that a 3rd party software has to be installed... But the 3rd party software is not compatible to my iPhone software version... Sighs... Hmm... Apparently... We have to "jailbreak" oh iPhone before we can install any unauthorised iPhone programmes... Hmmm... Dun think I wanna take the risk though