Select+Play is not how you turn an iPod with Rockbox off. It's just Play. As for turning it off while charging, the iPods don't really turn off in the Apple firmware either. What you can do, though, to have it use less power if you're unwilling to simply unplug it, is set the backlight to turn off after a few seconds, and such. That being said, the iPod should be draining a rather small fraction of even what a low energy light bulb uses, let alone a standard bulb.