Brand new iPhone 4 will not turn on...

I decided to get rid of my Tilt and go to an iPhone 4. Everthing was great for two days. I love the phone. However, I got off of a call and put the phone down. Picked it up about 20 mins later and it will not turn on. The phone has not been damaged in any way water or otherwise.
Thinking the phone is turned off,I have tried holding down the home button and the off button on the upper right hand side of the phone.
I am new to apple products. Is the phone simply turned off and I just don't know how to turn it on or is it broken?
If it is broken, I'm not that concerned because I know that the Apple store where I bought will replace it. I just don't want to drive out there and find out I just have the phone turned off.
Thanks...

I tried the charger for about 15 mins before I had to go and the phone would still not power on.
I held the two buttons down and the Apple symbol did come on and the phone is now on and apparently working. It showed the battery empty. The weird thing is that when I got off the call before the phone quit working, the battery meter said over 50%. I only have a couple of apps on the phone besides what it came with. Incidentally, I am still running 4.01. I haven't had time to upgrade.
Would it be normal for the battery to just drop to zero like that?
How often should I reset my iPhone by holding down the home and sleep/wake buttons.
Thanks for your help....

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