Hi William,
I agree with JJ PT however if this is a new phone and/or no shsh blobs have ever been saved then you will be unable to update to any version apart from the latest as the cydia server will not be able to verify the request.
At this current time there is no way to get around this so you will have to suffice with IOS 6.0.1
To check if your phone does have any blobs, plug it in and run TinyUmbrella then click on the desired device on the left hand menu. From there select save shh, and you will see on the menu at the bottom of the screen any blobs you have. If you have 5.1.1 blobs all you need to do is run the TSS server, pwned DFU mode as stated above and the Shift restore on itunes. Should be all okay!