It turns off by itself.
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Since there are no codes for Heart Gold yet, I know a little secret...... You know when you put a Pokemon on the Pokewalker, if saves afterward. Well, while its saving turn off the power. Now you have two of that pokemon. One in your PC box and one on the pokewalker. :-)
Take the plastic strip out of the PokeWalker and hold the Center Button for a few seconds. A symbol should pop up. To actually activate the PokeWalker, turn on your DS, choose "connect to PokeWalker" in the menu before accessing your save file. Choose a Pokemon, and put the Pokewalker right next to the DS Game Card. When the DS is trying to connect to it, hold the center button for a few seconds and the transfer will occur. (Make sure there are batteries in the PokeWalker first).
You'll need to wait until you catch at least one other Pokemon, then store it in your PC. Save then restart, in the main menu go to "Connect to Pokewalker". Or turn to pg. 52 in the instruction booklet and read the part that says How to restart your pokewalker!
By unlocking the pokewalker route
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