my phone stuck in connect to itunes mode. HELP iPhone 4

Try a hard reset on the device to turn it off if you cant do it normally (press and hole sleep/wake button and the home button together until device powers off) .  then make sure your running itunes 10.6.3 (if not update it) then hold the home button down,while doing this plug it into the usb cable connected to the computer, wait until you see a message that says itunes recognizes the device is in recovery mode (if it does appear and you have itunes closed then re-open it)  once you acknowledge the message simply restore the device as new as you normally would. good luck

1)Turn off iPhone – Hold down the Sleep/Wake button for a few seconds until the red slider appears, then slide the red slider. Ignore this step if your iPhone is already off.

2)Press and hold down the Home button for about 10 seconds until a yellow triangle with a text which says Please Connect to iTunes appears.

3)Plug the iPhone into Mac or Windows PC. Release the button if you haven’t.

3)Run and open iTunes if it’s not already opened yet.

4)iTunes will prompt a message that says iTunes has detected an iPhone in recovery mode. Click OK.

  You will be taken to the iPhone pane. Then, click on Restore

try this it should factory reset your iphone even if it is stuck in connect to itunes