I changed my iPhone 4s pass code and I forgot what shall I to recover it

You can restore your iPhone from a backup on the last computer your iPhone synced with, and this will remove the passcode http://support.apple.com/kb/HT1414. If you do not have access to the last computer the phone synced with, you will have to force the phone into recovery mode & restore as a new device http://support.apple.com/kb/HT1808.

If I restore my data will be lost? What doesn't this restore actually does? Could you plee tell me.. Thanks

If you have previously backed up your iPhone by syncing it with your laptop/PC then you can restore the iPhone from a back up prior to the date you changed the Passcode (if you did backup after your changed it) and can recover all your data. If you have never backed up your iPhone then I'm afraid you will lose all data. Read through the support documents provided in the previous posts as this will explain the process in more detail.

It says that I should unlock first to connect iTunes. And now my phone appears "iPhone is disables" on the screen. Pls guide me step by step as I'm very new to this field. Thanks

Turn off your iPhone then connect to iTunes.  It will tell you it cannot sync because the iPhone is locked with a passcode, press cancel.  On the left of iTunes you will see Devices and your iPhone should appear there. Right click on your IPhone under Devices and select restore from backup, a message box will appear indicating when your last backed up, click on restore.

It should be noted that it can only restore from a back up if you have previously backed up your iPhone to iTunes. Any data placed on your iPhone after the last back up will be lost.