Hold MENU+SELECT until the screen goes black. 
While this will work, please, please don't do this.
One should avoid needlessly hard-resetting these (or any) devices. The hard disk in these devices are bad enough as it is without putting them through the undue stresses of a hard reset. One only needs to listen to the drive during this process to understand that it is quite clearly _not_ happy about it.
On the iPods, the Play button is hard wired as a shutdown, holding Play (for up to ~10 seconds) should _always_ shut down the device.
[Saint]