My Iphone turned off while connected to my PC, it shut down, how do I turn Iphone on?

Hello
The Iphone 4 was connected to my PC and it gave me an error. I was on low battery too. I held down the POWER button to shut it down, then the looping/loading circle keep spinning. I then proceeded to hold the power button and the home button together...and the Iphone turned off.
I don't know if I put it in DFU mode or not at the time. I didn't know what I was doing.
Solutions I have tried, but didn't work:
1. Hard Reset Mode: Held Power Button and Home Button for 15 seconds. Released the Home Button and I continued holding the Power button for 15 seconds-1 minute. (at least 20 tries)
2. Recovery Mode: Held Home button for 3 secs. Plugged USB Connector from PC to Iphone while still holding the Home button for at least a minute. Recovery mode didn't show up.
3.Tried restarting with computer with Iphone plugged in USB. Tried different USB ports on my computer as well. No luck here either. The USB cable is fine, because it charges my brother's IPhone.
What else can I do?

First, make sure the phone is charged. To reset the phone, you'll have to hold the sleep and home button for at least 10 sec, ignoring the "slide to turn off" message, and not let go any button until the Apple logo comes up again.
Recovery mode is explained here: http://support.apple.com/kb/HT1808
DFU mode here: https://discussions.apple.com/thread/2648467?threadID=2648467&tstart=0

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