Connect it to the computer or a charger.
Turn on the Hold Switch.
Turn off the Hold Switch.
Hold Menu+Select for 30 seconds. Be VERY VERY careful not to wiggle your fingers at all. And yes, I mean a full 30 seconds.
If it doesn't work, turn the hold switch on and off again, and try holding menu+select again. Do this about 4 times.
You must do all of it, for it to definitely work. If it still doesn't do *anything* (Not even an Apple logo that quickly fades) then you probably have a hardware problem. Or are just really bad at keeping your fingers in exactly one place.