Page 46 of the manual:
"If something isn’t working right, restarting, force quitting an application, or resetting
iPhone will likely solve the problem.
Restart iPhone: Press and hold the Sleep/Wake button until the red slider appears.
Slide your finger across the slider to turn off iPhone. To turn iPhone back on, press and
hold the Sleep/Wake until the Apple logo appears.
If you can’t turn off iPhone or if the problem continues, you may need to reset. A reset
should be done only if turning iPhone off and on doesn’t resolve the problem.
Force quit an application: Press and hold the Sleep/Wake button on top of iPhone
for a few seconds until a red slider appears, and then press and hold the Home button
until the application quits.
Reset iPhone: Press and hold the Sleep/Wake button and the Home button at the
same time for at least ten seconds, until the Apple logo appears.
For more troubleshooting suggestions, see Appendix A, “Troubleshooting,” on
page 190. "
http://manuals.info.apple.com/enUS/iPhone_UserGuide.pdf
