Switch the hold on then off and try. If that doesn't work press the menu and center button at the same time and hold them until the iPod re-starts. After about 15 seconds you should see the Apple logo and it will re-boot. Start a song then pause it. Then press the play pause button and hold it and the unit should turn off. Then use the hold switch to keep it form turning on again. If this doesn't you may need to re-set it using iTunes. Good luck and please let us know how you do.
weshoward07 it should turn off if you just hold down play button until it turns off. It is one of the early signs of upcoming malfunctioning iPod if it start with difficulty turning it off. Also try a soft reset by pressing the menu button and the center button at the same time.
Hold the buttons down for. Wait until the screen goes black and then the apple logo appears.