Apparently Apple updated something with the release of 5.1.1. and the 4S will detect a foreign sim card regardless of Gevey and kick back out to "activation menu". You will need repeat must have a white Gevey Reset card. The authorized dealers of real Geveys and Applenberry have them. But you will have to request them from your vendor. This will get you past this pest of an issue. Directions are found here.

Apple N Berry | Unlock GSM iPhone 4S with SIM

If you appreciate my help and work help me keep liberating Iphones with a shiny new or used Macbook.