Jailbreak
To use SwirlyMMS, your iPhone needs to be jailbroken, which allows for 3rd-party applications like SwirlyMMS to be installed on the iPhone.
The process for jailbreaking the iPhone is very easy using one of the tools from the DevTeam, i.e. QuickPwn and PwnageTool. QuickPwn brings novices a fast and easy jailbreak, while PwnageTool is aimed towards more advanced users.
There are numerous guides floating around the web, both written and videos on YouTube for example, with clear and detailed instructions for how to jailbreak the iPhone. Thus, we will not try to describe it any better here. Instead, we can give some links to a couple of guides that we think are good and easy to follow, namely the guides written by BigBoss, one of the leading authorities in the friendly and helpful iPhone community.
Oh, and if you need reasons other than SwirlyMMS for jailbreaking your iPhone, read this!
Jailbreak your iPhone using QuickPwn on Windows
Jailbreak your iPhone using QuickPwn on OS X
Another tool that seems fairly popular among Windows users is: winpwn. However, we have not used this tool and do not know if it is any good. We only provide the link since people ask for it.
To summarize, follow the guides provided by BigBoss or use to find jailbreak guides, in written or video format.