Q: MacBook Pro won't turn on

Why were you holding down the shift key during startup? Were you experiencing other problems? If so, what were they?

Enter the serial number of your MBP here and report the model information:

https://selfsolve.apple.com/agreementWarrantyDynamic.do

What OSX do you have installed?

Ciao.

The grey screen with Apple logo/loading bar indicates the computer is trying to load the kernel. If you can't get past this point, then that's where your damage is. This is a software problem, not a hardware problem.

I don't know what operating system you're using, but if it's recent, you can try booting from the Recovery partition and running some repairs.

To boot into Recovery, hold down command-R when you reboot:

OS X: About OS X Recovery 

http://support.apple.com/kb/HT4718

If that works, then you can open Disk Utility and try to repair the disk. For more info:

Resolve startup issues and perform disk maintenance with Disk Utility and fsck 

http://support.apple.com/kb/TS1417