On the same whatsapp website, on the FAQ's, it says that your device doesnt have to be jailbroken in order of being able to verify your number: http://www.whatsapp.com/faq/en/iphone/20902747
- Your phone has full Internet access with a strong signal. Try opening a web page to make sure.
- Your phone is not roaming.
- Your phone can receive international SMS messages.
- You are not using an unsupported device such as an iPod Touch or iPad.
- Your device is not jailbroken.