If you are on 4.0 or 4.0.1 just go to jailbreakme.com on the safari browser and jailbreak it. If you are on 4.0.2 or 4.1 or 4.2 beta, you need to wait.
you need to provide a lot more info there (OS running etc) then you try either this or this and if you are really lucky, you might even come right here.