Hello, Gail -
Keith has helped me so much, I thought I would help him!
It seems to me that the marriage you have already found in 1841 in Walsoken is probably the correct marriage for George Gilby.
The 1851 census entry you have for the family is actually Queen St, Walsoken, which is in Norfolk - though Wisbech has now absorbed the parish. George's wife Mary Ann is listed in 1851 onwards as Mary Ann, b Walsoken.
But in the 1841 census there are no Mary Ann Frosts in Walsoken.
There is however an Ann Frost, dressmaker aged 24 living in George St, Walsoken with her sister Tabitha aged 20, also a dressmaker. Both shown as born in county. There are no parents living with them.
A few doors away (on the previous page) is Geo Gilby aged 27, tailor, living with the Allen Family, also in George Street. Interestingly, noted as born in county - all other census returns show him born in Northants.
I found a baptism for Tabitha Frost in the IGI - 12 Nov 1820, Walsoken, Norfolk, England - daughter of Robert Frost and Sarah. The entry is from a multi-parish Norfolk batch covering the single year of 1820.
There is a marriage in the Wisbech Index for Robert Frost and Sarah Camps in Walsoken in 1811. The Index stops at 1812 so no relevant baptisms, unfortunately. The pages for Walsoken can be found here:
http://contueor.com/wisbech/fenlands/walsoken.htmAnd if such things interest you there are some stunning photos of the church at Walsoken here:
http://www.norfolkchurches.co.uk/walsoken/walsoken.htmOn the same page you can find out that whilst part of the churchyard is in Norfolk, the rectory and an extension of the graveyard are in Cambs - a nightmare for family historians when a county boundary passes right through a place in which you are interested!
So that may be a place for Keith to start! Or not - it may be that it's the Norfolk record office you need.
Or of course, it could all be a complete red herring....
Best regards
Wendy