If the phone isn't activated then you need an AT&T sim card to activate it like he said, however there's something called hacktivating where you can activate without the sim. I've never tried it since i have a sim, but supposedly people outside the US do it all the time, so either YouTube a tutorial on how to do it, or try this guys link
http://answers.yahoo.com/question/index?qid=20100827011810AAK6Heu
It would be a good idea to get an AT&T sim card though because it makes things alot easier, you can check your local craigslist or even post your own ad for one, it won't cost you a significant amount of money.
Shsh files are apples signiture for older firmwares that will basically allow you to downgrade your OS. Question for you, when your phone was jailbroken, do you remember selecting an option in cydia called "make my life easier"?