Yeah, but I think my bro-in-law said he found the solution on a support site that suggested this to be a common problem on the "Click Wheel" iPod, or in Version 3.1.
He said that a different model iPod would require a different method of unlocking it, such as the general suggested above. His was similar to what I did except before holding the MENU and center button I had to switch in and out of HOLD mode.