Turning it on, turning it off and all the variations thereof...
The Reader is only a companion to the Walker. As such, it will only stay awake if it is connected to a Walker. If the connection is lost (eg the Walker turns off), the Reader will turn off too.
Pair your Reader to a Walker. See here for instructions.
Shut down the Walker by holding down it's power button. The Reader will shut down shortly afterwards.
If you still want to use the Walker, but you want the Reader to power-down: Press (don't hold) the power button of the Walker, it will drop the connect with the current Reader and enter Pairing mode again. The Reader will go to sleep if it is not reconnected to a Walker.
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 Walker currently in Pairing mode, the Reader will go to sleep after about 10 seconds.