Thank you so much everyone!!!! It works.
This is what I did:
1/Remove SIM.
2/Put the iphone in DFU mode and restore to 5.1.1 (9B206).
3/Open itunes and let it activate, sync. Close itunes.
4/Open
Absinthe 2.0.4 and jailbreak.
5/Open Cydia and add this source cydia.furiousmod.com, then install FuriousMod-4S (the correct version for 5.1.1)
6/Open
iFunBox, go to private/var/mobile/Library delete both Carrier and Carrier Bundle.bundle folders.
7/Insert Gevey and your SIM then turn off your iphone (don't need to wait for Gevey's black screen to pop up).
8/Power on, wait until Gevey's black screen pops up and write down the code.
9/Open FuriousMod and type in the code then register.
10/Wait for signal. Done