If your phone is not Hardkey locked.
1) Remove battery from phone and put it back in again
2) Plug your USB into your computer (and make sure it is not in your phone yet)
3) Push and hold down your two volume keys (DO NOT HOLD DOWN THE POWER BUTTON)
4) Plug in the USB cable into your phone
This takes me into Download every time. I did what you did. I had problem with Odin my phone and it just got stuck. I unplugged the phone and rebooted it. Or I should say I tried. It was dead to the world. Black screen. Power button did not start etc. Ran into a note from Kazer and he suggested the above procedure and it worked every time for me. Holding down the power button did not work for me.
Try it out and let me know if it worked.