After i click on download the jalbreaking iphone what do i do?

I decided to jailbreak my iPhone and i clicked on 5.1.1 and it came up as a download. After it was done downloading it wanted me to open it with iTunes so i clicked OK. ITunes opened so i went back to the download and double clicked. All that happened is the iTunes came up.nothing else. Can anyone help me? Or show me a better place to jailbreak it?

Jailbreak it with absinthe.