I want to download games and applications in my apple ipod?

i m haVING apple ipod of 8 gb and i want add some applications and games in my apple ipod but i dont know how to do that can anyone help me how can i do that some had told me that i have to jailbreak my ipod but i dont kow how to do that please someone help me step by step how can i do that then i how can i add applications and games