It's only a two step process, pull down the menu then put airplane mode, and I guarantee you'll notice the little plane symbol instead of your signal bars which I guarantee you look at.

But what is the reason that you want it off so bad anyways? If you don't want to be waken up by calls...put it on silent mode. I understand you're frustrated at palm for not making a phone that turns off but if we wanted to complain about everything we think should be fixed that really had no purpose in the end, than we could go on forever. Although the phone turns on, there's no way it inconveniences you that isn't easily fixed.

Well, I would guess that they would want to do the backup when you are most likely not using the phone, so there are no conflicts.  Also, so they are not using up your bandwidth, or trying to do it in off-peak hours. This is all speculation on my part.