For customizing your mobile device, including jailbreaking, you may have to put it into DFU (Device Firmware Upgrade) mode at some point. Follow the guide below to put your device into DFU mode. Since exact timing is very important during this procedure, it is a good idea to read the entire manual first.
Steps
Part 1 of 2: Putting your device in DFU mode

Step 1. Connect your device to the computer
For DFU mode, your device will need to be connected to a computer with the USB cable. Make sure iTunes is running.

Step 2. Turn off your device
Press and hold the Power button until the Power slider appears. Slide it to the right to turn off the device. Wait until your device is completely turned off before continuing.

Step 3. Press the Power button
Press and hold the Power button for 3 seconds.

Step #4. Press the Home button
After the first 3 seconds, press and hold the Home button while also holding the Power button. Do this for 10 seconds.

Step 5. Release the Power button
After exactly 10 seconds, release the On/Off button, but keep the Home button pressed. After a few seconds, a message will appear in iTunes to let you know that the device has been recognized. The device screen will remain blank if successful.
Part 2 of 2: Understanding DFU mode

Step 1. Put your device into DFU mode if you want to downgrade
If you want to go back to an earlier version of iOS, you'll need to enter DFU mode to install that old operating system.
The DFU mode can be accessed before the operating system is loaded by the device. Since they are not yet accessed, you can modify the system files

Step 2. Put your device into DFU mode while jailbreaking
If you jailbreak your iPhone, you may need to put the device into DFU mode to load the modified operating system. This is not necessary for every jailbreak procedure.

Step 3. Put your device into DFU mode if you want to unjailbreak
If you want to have a modified iPhone repaired under the warranty conditions, you will have to undo the jailbreak. This may require you to put the device into DFU mode. Usually this is done as an intermediate troubleshooting step if the device cannot be fully restored using iTunes.