are you sure that you have an authentic gevey? There are a lot of fakes out there, the genuine ones include a white reset sim card. You could also have a gevey ultra s that is older and won't work with 5.1.1.
I would order directly from applenberry, they also sell on ebay for cheaper.
It should just work if you have the proper gevey ultra s, no steps necessary besides putting it in the phone and waiting.