I got a little red flash drive mp3 player secondhand (no instructions) and I've been able to figure out most of the basic operating features except one- turning it off. The only way I've been able to do it thus far is taking the battery out. Does anyone still have the instructions, or just know the real way to turn it off?

Most mp3 player are turned off by holding down a certain button for a few seconds.

I've tried that with this one, but so far I haven't been able to figure out how to do that. I could have just missed a button maybe.

I did find this for you:
Mach Speed Technologies - The only motherboard with a Lifetime Warranty!

The Manual on that site does indeed mention holding in the Play button.
There is a firmware update on that site as well, perhaps that would cure the problem if you can't do it otherwise.