Are you kidding me? I've jailbroken over 30 iPhones with that process, none of them previously activated with AT&T. And the link you gave looks like it says to do the exact same thing. Download 1.1.1 firmware file, hold home+sleep for 10 seconds in iTunes, hold shift and hit restore, find the 1.1.1 file, restore to 1.1.1, do the *#307# trick to go to jailbreakme.com, download Oktoprep from Installer, upgrade to 1.1.2, use the dev team's 1.1.2 jailbreak program, and you're done. What is so different about your link?