Tutorial: How to install Winteboard on iPhone, iPad and iPod on 5.1.1
step 1: Jailbreak your iPhone (There's plenty of tutorials on how to do that, Google search)
Step 2: Open up Cydia and search for Winterboard
Step 3: Install it and restart your device
Step 4: You will now see Winterboard in your setting app (at the bottom)
Winterboard is a tool that allows you to install themes and tweaks to your idevice. Winterboard doesn't make your device slower or lag, this is perfectly safe and is fun to have. Winterboard is the main reason most people jailbreak.