Hi William,
You might not have put your device into Pwned DFU mode. (Google how to if you haven't). The 5.1.1 software is not the latest firmware by Apple, and they do not like their users changing to different iOS's apart from the latest version. Pwned DFU allows you to bypass this safeguard put in by Apple.
There are other reasons for this and I will cover them if this does not work, but this seems to be the common issue for people who have not looked into the world of jailbreaking and unlocking.
(04.10.01 is your baseband, in case you didn't know)