Iphone 4G wont shut down

I tried to shut down my iPhone 4 last night.  I slide the arrow to do so, the icon that appears & then goes away when it shuts down is still running.  I can't shut it down or re-access my phone. 
Has any one else had this problem & if so what is the solution?

how are you shuting it down, if you are holding the sleep/wake button and home to power den the dvice then you are actully reseting the phone, not powering it off... to power off hold down the sleep/wake button for 5 seconds, then the slide to power off message will come up.

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