Misha, you really can not turn the off in the conventional way. It does not have an on/off switch. The lock button just locks it from using the buttons/wheel for any input. Orange means its locked. You can put it in standby by pressing down on the play/pause button for a few seconds and the iPod will turn off, meaning it's on standby. To turn it back on you press the play/pause button for a few seconds and it will turn back on. To turn it off completely you need to press down on the center button, then the menu button and it will turn off. Here is the user [http://manuals.info.apple.com/en_US/iPod_nano_4th_gen_UserGuide.pdf|user guide] Good Luck and let us know how it is going.