Have you tried following the same process AGAIN? Sometimes it takes a few attempts, but doing so MAY restore the phone to working order...
If not... Well then the sad news is that the only way to MAYBE get it running again (assuming the problem isn't hardware-related) is to do a factory-reset. Requires a computer running the iTunes software. Connect the two devices. Do a soft-reset: press and hold both sleep and home buttons simultaneously; releasing ONLY THE SLEEP BUTTON when the Apple logo comes on-screen. Once this changes to the iTunes logo you can release the home button. Now follow the instructions for a "restore" on the computer and in the iTunes software.
This will erase all content on the device, sadly. But considering your options are an empty, working device OR a full, unusable device... :-)
Luck.
~Menageryl