I searched the forums and saw that this was not there. I hope this helps somebody or anybody!

Problem: Sometimes when you jailbreak iphone 4 or iphone 4S, it give you a tethered jailbreak. (On version 5.1.1 and 5.1)

Solution: Simple solution is to go to cydia and wait for it to update, then search for "Rocky Raccoon" and install.

This will untether the jailbreak

Hope this helps