I haven't seen the boot-up screen since I first plugged it in, which suggests it's never really been turned off. None of the suggestions have worked to turned of my 8gig zune.
But I did notice that when the display is off but the device is playing, you can see a ghost image of the display if you hold it to the light very carefully. When I press pause, then press and hold it down, the music stops and there's no ghost image (let's call this State 1). Does this mean it's off? From this state, if I click the pause button it immediately displays the main menu. Does State 1 = turned off?
In order to maximize the battery life, and therefore user enjoyment, doesn't it behoove Microsoft to tell users how to turn off their Zunes? This seems like a no brainer. I have another device (the Logitech SqueezeBox internet radio device) that never turns off, by design, but it works of AC power only so battery life isn't an issue. But where battery life is an issue, as with the Zune, one has to know how to turn the thing off, right? Or am I missing something?