It sounds like a vacuum leak or the carb is bad. Runs fine when cold because its running rich from the choke. After the choke is off, it's diing because it's way too lean. Check any vacuum line that runs to the intake manifold or carb for holes or leaks. If they are okay, get a new or rebuilt carb.
Plugs all black? Flat black or cruddy black with a build up of goo? Flat black was running rich. Build up of oil or goo is probably caused by weak compression in that cylinder.
If you don't know what or where any of these parts are, you need a Chiltons or Haynes manual. The Jeep service manual is the best but expensive. You really can't repair something that needs troubleshooting if you don't have mechanic experience. It's tough even for a good mechanic to pin point some problems with rough running engines. Like mine, it runs rough only after being on the hiway for a few minutes and then slowing to city speeds. It goes away after 5 or so minutes of city driving. I've been trying to figure this out for a month now and I'm a pretty fair wrench. Hope this helps.
2004 Rubicon, 6" lift, 35s, winch, hard top, full doors, bumpers, tire carrier and rock sliders.