I called AT&T tech support about a different issue and while I had them on the phone I asked about downloading new text message ring tone and the service tech told me what you have on your phone is what you get. FWIW... I agree it is lame.
For the original iPhone jailbreaking with a 2-click process. First click to launch the program on your PC/Mac, second click to jailbreak phone lol. It should be the same for the 3G even though I have not jailbroke a 3G yet.
Theres is nothing you can damage since its only the firmware/software your messing with. If anything goes wrong just restore and try jailbreaking again. Just make sure you have your phone backed up and synced in iTunes.