If you want to unlock iPhone 4S without jailbreaking or you were unable to jailbreak due to any errors etc. you can go for Gevey SIM. Gevey Ultra S SIM interposer unlocks iPhone 4S using a new exploit that fully unlocks iphone 4S without the need for dialing 112 or without going through the hectic jailbreaking process.
Update: This unlock solution has been recalled click here for details.
If you have updated your iPhone 4S to iOS 5.1 then this Gevey SIM is not for you because Gevey can unlock iPhone 4S on 5.0 and 5.0.1 is not compatible with 5.1 and still the team is working on unlocking the 5.1 that may come in near future.
For further details and download you can visit this link.
You can watch below video on How to Unlock iPhone 4S using Gevey Ultra S SIM.