jailbreakme is a browser based iOS firmware jailbreak, so you need to visit http://jailbreakme.com from your iPhone, iPod Touch or iPad from default browser (Safari) to jailbreak it.
List of iDevices that can be jailbroken using JailbreakMe.com
iPod 1G on 3.1.2
iPod 1G on 3.1.3
iPod 2G on 3.1.2
iPod 2G on 3.1.3
iPod 2G on 4.0
iPod 3G on 3.1.2
iPod 3G on 3.1.3
iPod 3G on 4.0
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iPad on 3.2
iPad on 3.2.1
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iPhone 3G on 3.1.2
iPhone 3G on 3.1.3
iPhone 3G on 4.0
iPhone 3G on 4.0.1
iPhone 3G[S] on 3.1.2
iPhone 3G[S] on 3.1.3
iPhone 3G[S] on 4.0
iPhone 3G[S] on 4.0.1
iPhone 4 on 4.0
iPhone 4 on 4.0.1
