You need SHSH blobs already saved for your device. If your device is already jailbroken, open up Cydia to the main page and scroll down to TSS Center and look for iOS 5.1.1 on the top. If you're jailbroken but you don't see 5.1.1 listed on the top, you can use ILEX RAT or Semi-restore.
If none of the above is present/true, you cannot restore to 5.1.1.