This means that you will need to backup you data, update your firmware, then re-jailbreak your iDevice.
It may help us - and in turn help you - if you told us at what step you are in the Jailbreaking process. Also why you are having problems with it.
Let me clarify: Please tell us 'exactly' what you have done so far, and include as much detail as possible.
E.g What step did you reach in the guide posted by f4780y, what error code are you getting, and/or what is appearing on your screen?