This is from your manual/help guide (I googled for the answer)

WALKMAN Help guide

Getting Started

OPTION/PWR/HOLD button
To turn on your âÂÂWALKMANâÂÂ
Press and hold the OPTION/PWR/HOLD button to turn your Walkman on.
To turn off your âÂÂWALKMANâÂÂ
During pause, press and hold the OPTION/PWR/HOLD button
[Details]
. [POWER OFF] appears,
your Walkman enters standby mode, and the screen turns off

Here is a link that might be useful: Walkman Help Guide

Thanks, I got and read all that but am not sure how to pause it?

Center button that has the play/stop icons on it. When you press the center 5 way button, there should be a visual on the display.

I learned to use my iPod by playing around with it. Maybe you should just try a few things :-)

Thanks, I finally got it by trial and (mostly)error. :-)

well, you didn't ride that bicycle the first time you tried, did you? :-)