I just googled "jailbreak error 2000" and I found three different solutions to try. These were all in the beginning of the search results page. People always respond telling the poster to search because the answer is out there. FYI, there isn't always a clear cut solution to a jailbreaking problem. There are many variables in the world of jailbreaking and sometimes you have to try multiple solutions before you find your desired results. Based on these three solutions I found, this redsn0w error 2000 is clearly an example of this situation. Anyways, if I were you and I didn't get a clear cut answer, I would try these and see how it goes. Either way, whenever you figure it out report back so you can help others who may run into this problem. Good luck!
Here:
http://www.ifans.com/forums/threads/error-2000-when-jailbreaking-from-redsn0w-need-help.376829/
http://iphonerock.com/guide/how-to-fix-absinthe-jailbreak-ios-5-1-1-lockdown-error-5-2000-redsn0w.html
http://www.jailbreakqa.com/questions/109151/resolved-error-2000-redsn0w
Edit: if you don't feel like trying to resolve this redsn0w error, you can just use the latest version of Absinthe. That'll probably work on your first attempt. It's simply a one click jailbreak. You connect the iPhone, open Absinthe, and click the jailbreak button. I've used both absinthe and redsn0w on my 4S 5.1.1 and both worked with the exact same amount of ease. Connect phone, and click jailbreak. If I were you I'd try absinthe first before trying to troubleshoot redsn0w.