It depends what model kindle it is. Some have power buttons, others have power sliders.
If a button, try what CBRetriever said. If a slider, try this ...
Turning Off the Kindle:
Quickly sliding the power switch on the Kindle enters and resumes sleep mode. If your Kindle enters a non-responsive state when sliding the power switch, you've likely entered sleep mode. Try sliding the power switch and holding it for four seconds to shut down the device. If it still does not shut off, you may need to reset the Kindle.
Resetting the Kindle:
The power switch also serves to reset the device. Before resetting the device, disconnect it from any power sources, such as an AC outlet or your computer's USB connection. Sliding the power switch and holding it for 20 seconds forces the Kindle to reset and power down. However, a nearly depleted battery may prevent this action. If the Kindle still doesn't shut off, try charging it for several hours and resetting it again
for the slider, simply holding it over (on) for 3 seconds will trigger a reboot. I know Amazon likes to use the word reset, but too many people seem to think that reset means reset to factory defaults, so I use reboot.