New iphone 3G frozen

Try holding the Home and Sleep buttons until the Apple logo appears. This should take about 15 seconds.
If this doesnt work, plug your iPhone into your computer and see if it is recognized. If so, try a restore
If THAT doesnt work, hold the Home and Sleep buttons on the iPhone WHILE connected to your computer via the sync cable for about 30 seconds to put the phone in DFU mode.
Mac Pro, 20 Cinema Display, iSight, MacBook Pro Mac OS X (10.5.4) iPhone 8gb, iPod Video 60gb, Time Capsule, Apple TV

My phone is so new that i havent synced it yet and the slider dosent work or the home button..
Windows XP

Ok, then move on to the second step - see if iTunes recognizes it when you plug it in.
Mac Pro, 20 Cinema Display, iSight, MacBook Pro Mac OS X (10.5.4) iPhone 8gb, iPod Video 60gb, Time Capsule, Apple TV

Anytime anything doesnt work right, acts buggy, lags, crashes, or if you feel just doesnt seem right, reboot the phone.
I reboot every morning when I undock phone to leave. The OS is very new and will continue to have bugs (just think of Windows 95 and how the running joke was how long can you go before you have to reboot).
A reset/reboot is:
Go to Home Screen
Press and Hold Home Button
Keep holding and press and hold Lock Button
Keep holding Both
You will see Slide to Turn Off (Dont let go to slide, just keep holding)
The phone will turn off (in time, but screen will look like it has some white lines)
Keep Holding
When you see the Apple Logo, you can let go.
Turning off via the Slide to Turn off while good and fine to turn off, is more like the Sleep Mode on a computer. Thus any locked up issues in memory remain when you turn back on. A reboot as described is like doing a real Turn off and Turn On on a computer.
You may also wish to read this tread about reboots and odd application behavior.
http://discussions.apple.com/message.jspa?messageID=5851978#5851978
Windows XP Pro iPhone (1st Gen) AppleTV