I had this "not turning off" thing happen to me a couple of months ago.
Using the reset on the back fixed it for awhile but it happened again a couple of times.
I eventually found it was a corrupted file system. I copied the books off, formatted the internal memory using the readers format command and put the books back on. Not had any problems since.
You may be able to just do a Windows disk check while it is plugged into the PC instead of the complete format.
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