I've used different versions GP a few times on different computers, and I've had this problem on two different Macs.
Basically, it goes through all the steps, and then says (Jailbreak Failed : ( ) If it's getting to the point where it says that message, the phone is definitely in DFU mode.
To fix it, either use Bootcamp and do it in Windows, or reboot both the phone and the computer and try again. Once you have, hook up your phone, let iTunes finish backing up and syncing, then run greenpois0n.
I think this happens when you try to run greenpois0n when the iPhone is still syncing. Once you've done it, something gets "stuck" until you reboot entirely.