
With out Jail Break, you cannot install applications from outside sources. You need to use only Apple approved apps and installed from iTunes App store.
The Apple iPhone OS 3.1.2 now has been jail-broken by George. George has tweeted that the Blackra1n downloads already crossed 250k downloads.
Pls Note that the Jail-breaking your iPhone handset may void the warranty.
Download Blackra1n Jail Break