[TurboFool]

Just to reword the steps to ensure clarity, you are:

Turning the phone off entirely (not standby mode, but full shutdown)
Holding down the Volume Down button and the select (center of the front ring) button simultaneously, and while holding...
Pressing and holding the power button on the top of the phone until the screen changes
Hitting the volume up button when prompted

I haven't yet seen anyone who couldn't do this once they got past some confusion over button definitions or realizing the phone had to be completely turned off. People were used to previous phones that could be on, or required use of the stylus reset, and it was clouding their understanding of these instructions.