Cydia is an alternative application installer to the native App Store on the iPhone. Installing Cydia requires that users "jailbreak" their phones, which means installing third-party software on the iPhone that circumvents the limitations Apple put on the iPhone. While jailbreaking is not illegal, it will void your iPhone warranty. Apple will no longer support, repair or replace your iPhone, even if a change from Apple itself makes your phone stop working. Do not jailbreak your phone unless you are confident that you understand the process and can provide your own technical support if anything goes wrong.
Plug in your iPhone to your computer using the supplied USB cable. If iTunes launches automatically or if the iPhone begins to sync, allow the synchronisation process to complete, then close iTunes.
Download and install the blackra1n application. Double-click the application's filename to launch it.
Press the "make it ra1n" button in the blackra1n application window. The program will put your iPhone into recovery mode, which will allow the third-party blackra1n software to install itself onto your iPhone. Do not unplug your iPhone or interrupt the application during the jailbreaking process.
Wait until your iPhone reboots at the end of the jailbreaking process and scroll through the list of applications on your iPhone until you see the blackra1n icon. It will resemble a black teardrop shape on a yellow sphere. Tap it to launch the application.
Tap the Cydia option so a green checkmark appears next to its name. Press the "Install" button and wait until your iPhone returns to its home screen.
Press and hold the top button on your iPhone until the "Slide to power off" option appears. Slide the button to the right (as you do when you unlock the iPhone) and wait until the device has turned off.
Turn the iPhone back on and you should see the Cydia icon in the list of applications. You may now safely remove the blackra1n application.
Jailbreaking your phone by installing the blackra1n software and downloading Cydia violates the Apple terms of service and voids your warranty. While there is no criminal penalty or civil liability associated with this, you will no longer be able to obtain support assistance from Apple. Do not attempt to jailbreak your iPhone unless you are sure that you know what you are doing and will be able to provide your own technical support.