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Every device will have some that have defects. Unfortunately, you may have received one. Try doing a hard rest i.e. hold the sleep and home button for at least 30 seconds and see if that works. If not, hook it up to the computer and open iTunes and try again. It's possible this will work because one of my friends thought hers died and I told her to hard reset and it rebooted and good to go. Trying can't hurt.
Sweet that did it, apparently when i tried that originally didn't hold it long enough, thanks.