Try to give more information when you have a question like that. Nobody here is psychic (as far as I know) and we don't know what you have. I assume it's an iPod Touch 4 running iOS 4.2.1. You might mention what you tried using to jailbreak it. Jailbreaking that model is possible but still difficult as of now. New, easier jailbreaks are expected for it "Any Day Now" (which could be like next month) and that's what I'm waiting for before I upgrade to iOS 4.2.1. However, if by any chance it is running iOS 4.1, you should be able to JB it with greenpois0n or limera1n.
If it's 4.2.1, redsn0w 0.9.6b6 will do it. It is tethered though, meaning you will have to run redsn0w's boot tethered everytime the iPod shuts off or reboots.