Connect your iPhone. Open RedSn0w, go to Extras > Select IPSW, and point it to the iOS 5.1.1 IPSW for your particular iPhone. Then go back, THEN hit the jailbreak button. Once you're at the screen with a items and checkboxes, check both "Install Cydia" and "Deactivate". That will give you Cydia, where you can get UltraSn0w, and Deactivate will let you bypass the need for a SIM temporarily, giving you access to Cydia so that you can get UltraSn0w.