Go to /private/var/root/Library/, delete original lockdown folder and put this lockdown folder after you extract it from the zip file
If you are not jailbroken:
Sherif Hashim discovered that you can activate your iPhone 4, iPhone 3GS or even iPhone 3G without the original carrier SIM card. You need a “phonebook sim card” or 02 simcard. You can buy these type of sim at radioshack, bestbuy or other mobile electronics store (for example here).
Once you get passed the Emergency Call screen, connect to Wifi, jailbreak using JailbreakMe.com and unlock using ultrasn0w. Once that is complete you should be passed activation and unlocked (able to use any sim). If you get a different simcard error, do the following final step:
Sn0wBreeze 2.9.3(pwnagetool for windows, supports tethered jailbreak of iOS 5.1 for iPhone 4, iPhone 3GS, iPod Touch 3G, iPod Touch 4G, iPad; untethered for iPhone 3GS with old bootrom; untethered for iOS 5.0.1, iOS 4, iOS 3 supports Apple TV 2G)
Sn0wBreeze 2.8b11(pwnagetool for windows, supports iOS 5, iOS 5.0.1, tethered jailbreak for iPhone 4, iPhone 3GS, iPod Touch 3G, iPod Touch 4G, iPad, Apple TV 2G; untethered for iPhone 3GS with old bootrom)
Current version is ultrasn0w 1.2.3, download in Cydia (unlock for iPhone 4, iPhone 3GS, iPhone 3G, firmwares 3.0-4.3.3; it supports basebands 01.59.00, 04.26.08, 05.11.07, 05.12.01, 05.13.04, 06.15.00)