Since it's on a BMX, it might damage more than the bearings when you jump. What I think is going on is that the headset is loose. The bearings might be ok. But it's best to have it fixed on a shop, it's not the easiest thing to do on a bike.
If you want to mess with it, just remember how everything goes so you can put it back together. There are two bearings, one on top right under the stem, and another at the fork crown. The fork has a tube that goes through the frame, and the stem clamps on top to lock it. You want to push the fork UP towards the stem and push the stem DOWN. Then tighten the stem. It helps if you have somebody holding the fork and stem to keep them from getting loose while you work. Also, go easy on the bolts. Don't get them extremely tight.