CFW stands for Custom Firmware. A firmware is the software that runs your PS3. If you have a jailbroken PS3, than you are running on a CFW. So basically, CFW=jailbroken. If you want to get your PS3 jailbroken, than you have to downgrade it using an E3 flasher (if you have a superslim PS3, this will not work). This is a pretty hard progress if you don't know much about modding. So in your case, I would let someone downgrade my PS3 or I would buy a PS3 that's already jailbroken. You can choose It's impossible to install .pkg's if you don't have a jailbroken PS3. You can mod some games with a USB device, but you are limited in possibilities.

Dude, thank you!