Turning it on, turning it off, and all the variations thereof...
The Reader is only a companion to the Capture unit. As such, it will only stay awake if it is connected to a Capture device. If the connection is lost, the Reader will turn off.
Powering On
Pair your Reader with a Capture Walker.
Powering Off
Shut down the Capture unit by holding down its power button. The Reader will shut down too.
If you still want to keep the Capture device powered on but you want the Reader to power down, you can press (don't hold) the power button of the Capture unit, it will drop the connection with the paired Reader and enter pairing mode again.
Hard Reset
If all else fails and you can't shut down your Reader, insert a paperclip into the reset pin hole on the device to push the internal button. The power will cut out immediately. The Reader will reboot and if there is no Capture device detected in pairing mode, the Reader will go to sleep after 10 seconds.