Sorry about the lock button not working, it is certainly uncomfortable wondering if your device won't turn back on.
Take a look at the lock button itself. If there is dirt or grime surrounding the button, try to scrape it out and see if that frees up the button. Sometimes they just get jammed in place. If it is still stuck or unresponsive, it's possible that the spring mechanism on the button is broken. You will need to open up your device and replace the button, which isn't too difficult of a repair.
You can view more solutions on the Eee Pad Transformer Prime Troubleshooting Guide
You can expect a repair guide for the lock button to appear on the Device Page within a few weeks, as this page has the "student working in progress" flag on it.
Another note: If the volume buttons also do not work, it's possible that the whole button key switch is damaged and will need to be replaced. It is rare, and normally caused by a hard impact or water damage.
I hope this helps!