Jailbreak is a term used in iPhone models. Sony ericsson mobile models doesn't require a jailbreak. What is the exact problem with your phone?
You won't be having any problem in adding third party apps. If at all you are not able to add third party apps, It must be a problem with your anti virus protection. Turn off privacy to add third party apps. Or if you need to unlock from network restriction, You need to enter it's unique unlock code. You can get the unlock code from any vendors online like TheUnlockSpot.com