When you use Absinthe, RedSn0w, GreenPois0n, or JailbreakMe to jailbreak your smartphone, it merely unlocks it and installs one program (Cydia), without deleting any existing data. However, jailbreaking with modified firmware created by programs like Redsn0w's Extras, PwnageTool, and Sn0wBreeze removes existing data while simultaneously upgrading or downgrading the iOS version.