I installed Rockbox on my ipod the day I bought it and have not yet tried the Apple firmware.
The scenario,
I turn my ipod off, press menu and insert it into the dock to charge.
The ipod starts to boot into Rockbox and then changes to the charging (grey scale no entry-do not disconnect) screen.
When I turn my PC off, the ipod boots into Rockbox.
All I want is the ipod to turn off too.