I don't have an iPod nano, but according to Apple (
http://docs.info.apple.com/article.html?artnum=61705):
1. Toggle the Hold switch on and off. (Slide it to Hold, then turn it off again.)
2. Press and hold the Menu and Center (Select) buttons simultaneously until the Apple logo appears, about 6 to 10 seconds. You may need to repeat this step.
I'm not sure what you mean by "tried ll means of shut down given by Apple." but I have a feeling it may be what I just suggested. From what I've found with the nano I dealt with before (friend's) it should work as long as you hold the buttons long enough.