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There are several tools because each does a different task. The jailbreak itself is only the first step and doesn't do a whole lot on its own.
Jailbreak - Exploits some security flaw to allow the Kindle to run 3rd party code.
Hotfix - Shims itself into the Kindle OS so that keys to run that 3rd party code stay in place, newer ones also add features like scriptlet support to run user scripts right from the Library.
MRPI - Uses the Kindle search bar to get the debug logging system to launch the custom package installer.
KUAL - A custom launcher that can run other programs. Scriptlets let you skip going through this to run programs.
BinaryRenamer (or the older RenameOTAbin) - Tool to block downloading and installing firmware updates
KOReader - A 3rd party reading program that runs on top of the regular Kindle OS.
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