For unknown reasons Apple released a slightly updated build of the iOS 5.1.1 firmware for the (GSM) iPhone 4. The weird thing about this firmware is that it does not update the (GSM) iPhone 4′s baseband and has no changelog associated with it. While this is strange, Apple obviously felt the need to include a slight fix for those who are updating to the iOS 5.1.1 firmware, but did not think it would be worth calling it iOS 5.1.2.
The developer of TinyUmbrella, @NotCom has recently tweeted he has updated TinyUmbrella to version 5.11.01 to support the (GSM) iPhone 4 iOS 5.1.1 Build 9B208 firmware that Apple stealthily released. Thus, you can now save your iOS 5.1.1 Build 9B208 SHSH blobs using TinyUmbrella 5.11.01 without any troubles.
You can download TinyUmbrella 5.11.01 via the links below:
Download TinyUmbrella 5.11.01 (Windows)
Download TinyUmbrella 5.11.01 (Mac OS X)