Firmware version 5.6.x requires that you use MrPI (the Mobile Read, Package Installer).
To use self-signed azw (or anything), you must be signing with one of the (MKK) keys you installed when you ran the JB shell script from the command line.
I.E: the *.pem file is not the only thing that the JB for your device installs - but that should all have been handled for you when you ran its install script.
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