After your factory unlock has been delivered you may receive the following instruction or something similar that involves restoring.
To complete the unlock, simply:
Open iTunes on your Mac or PC and verify that you have Internet connectivity.
Ensure a SIM card is inserted into your iPhone.
Connect your iPhone using the dock connector to USB cable that came with your iPhone.
Backup and restore your iPhone using iTunes. For information on backup and restore, please visit iTunes: Restoring iOS software.
After restoring, your iPhone will be unlocked.
If you follow the above you'll be forced to restore to iOS 6(exception if you own an A4 device and use your saved SSH or AP ticket -but what a long process)
If your still on 5.1.1 and you don't want to loose your jailbreak. Here are the instructions:
FOR THE IPHONE 4S JUST POP IN ANOTHER CARRIER SIM CARD AND MAKE SURE YOU ARE CONNECTED TO THE INTERNET VIA WIFI (CAN ALSO WORK WITHOUT WIFI) OR CONNECT TO ITUNES.
Use Subscriber Artificial Module (SAM)
Internet connection is required.
Launch Cydia the go into Manage > Sources > Edit > Add then add the following source:
Now search for SAM and SAMPrefs then download and install each of them on your iPhone 4.
Now go to Setting on your iPhone 4, and select SAM, when it opened, click "De-Activate iPhone" button and then "Revert Lockdownd to Stock" button.
Insert other carrier SIM and connect iPhone to PC or Mac via USB. Launch iTunes and wait for unlock to complete.
DOWNLOAD SAM & ALL DEPENDENCIES DEBS