Originally Posted by Paralytic

My Kindle turns off when I slide and hold the button, as per the instruction manual.

It looks like yours is broken - you should send it back



If you've turned it off, as per the instruction manual, it doesn't turn instantly on - it takes a few seconds (I don't have it with me here so can't time it). It sounds like you've only managed to put it to sleep. This thread should go the same way