My new iPhone 4S has only been out of the box for 18 hours, but I already love it. It's a far change from my BB

Going to bed last night, I tried lowering the volume to zero, like I would do with my iPod Touch, but the iPhone would only lower to one notch (almost silent). I had to flip the silent/vibrate button and modify the Silent settings to not vibrate while silent. I don't like this solution, because many times I want to put the phone on Silent and Vibrate mode.

How can I get the volume to lower to zero?