If firmware 4.0.1 or Below
 
Installing Cydia    
 
If 4.01 firmware
Do This Directly From Your iPhone or iPad:

  (No need to connect to PC / Mac)


 CLICK HERE From Your iPhone or iPad 
 Our Goal here is to install Cydia on your iPhone / iPad.


 If this worked, continue to  FLASH or TETHERING  INSTALL

Find out what firmware version you use on the iPhone or iPad:
Steps:
   Settings,    General,    About,    Firmware