I'm having that same issue, can't get the thing out of recovery mode at all. I can get it in DFU mode, but it takes some work. Iphone doesn't have slider bar so I can turn it off conventionally. Any reason why the phone does that? I know the phone got some water in it, it's a friends daughter and she went swimming with it, long story. but it dried out, and seems to be working correctly to some point.
I've tried RainSn0w, it ran said it was done but phone doesn't reboot, and once turned on goes back to connect to itunes screen. I don't have the sims card for this phone currently being used in new phone, so phone is deactivated. I tried with my personal sims but it doesn't work. What da heck to do?