How to "power off"/"shut down" nano?

These posts are very good.

I have just found this out the hard way. I travel frequently and keep my ipod in my briefcase. Sometimes its a few days before I bring it back out. Everytime its dead. Mine doesn't last a day unused. Not good.

I've read the owners manual and this discussion thread but I'm having some trouble: how to I turn my Nano off?

I don't want to just "sleep" it, I want to turn it OFF. I may not use it for two or three weeks and I don't want the battery to be dead when I want to use it.

This is a brand new 6th gen Nano that I just bought. It arrived today.

I paused the music that was playing.

I am at the home screen. After a few seconds the screen dims, then in a few more seconds it goes black.

When I touch the wake/sleep button the screen comes back on.

There is no music playing because I paused it.

I held down the wake/sleep button for a full 45 seconds and it did not turn off.

After about 20 seconds the screen dimmed but it did not turn off.

Do I need to get that software update that was discussed on this thread way back in February?