It's impossible to put it on DFU mode because the thing won't turn off and I don't know what to do and it's getting me crazy, please someone help me! iTunes won't recognize it either.
I fixed it. I won't delete the question because I think this may help other people... but if mods want to delete it, then go ahead.
Today when I woke up the battery had died again, so I took advantage of this (because now it won't turn on everytime I tried to turn it off). Redsn0w has an option to boot the iphone/ipod if it's off while on tethered jailbreak, but it won't work with iphone 4S because it has A5, not A4; but I used the DFU instructions there to make sure it was done correctly (there's no screen that will tell you it's on DFU mode, but redsn0w will pop up a message telling you it doesn't support your device). Then I opened iTunes and it recognized it now and asked me if I wanted to restore it, and that's it... at least it works now.
In fewer words: