I wanted to add this, in case anyone else is searching for the answer.... Since it worked once (with the home and power) I kept trying it, finally TOOK OFF THE CASE (which is rubberized) and it worked. Maybe that was the problem all along? I have searched and watched tutorials, and people have said 'go through your settings and see if something isn't activated" (though I'd assume the tutuorals would say that). And going by my version numer, I have Ice Cream Sandwhich (it was supposedly upgraded to the newest version before I got it from AT&T in May 2013. I'd had a regular flip phone for 3 years and they gave me this as an upgrade) nothing ever said "take off the darn case". Maybe the phones they were using in the tutorial didn't have them on.
Just wanted to pass this on. It still doesn't work each time I do it (it shows task manager or the menu to shut down) but now it is working if I keep at it. I think the timing has to be precise, too. I like to know things just to know, and knew there must be a way to do this. Thanks everyone!