hey guys.. i just got myself an Iphone 32GB 3GS Maxis Set (officially unlocked set)

Since i am still new in IPhone, may i ask do i need to Jailbreak my maxis set Iphone in order to get free games / application??

or we do have to do that in order to download free games/application??

if i have to jailbreak, what OS do u guys recommend? and can i done it on PC (Windows XP)