Have you plugged the phone back into the wall to give it some power? If so, go ahead and take out the stylus and press the reset button on the bottom of the phone next to the charging port. The phone will reboot and you should be good to go, if not you might have to do a hard reset, but always before attempting a hard reset try just removing the battery and putting it back in the phone.
Also sometimes the memory card can be the real cause of the lock, so if you use a microSD card try taking that out and resetting the phone. In any case Welcome to the world of Windows Mobile.