So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
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My Nokia Lumia 920 shows the lightning bolt and gear icon. does not start and is frozen on that icon.
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So lets try this and see if it helps.
Hard Reset using buttons:
Press and hold the Camera + Volume Down + Power until the phone vibrates. Then release the Power key and keep pressing the Camera + Volume Down for a few seconds.
A HAD SAME PROBLEM TOOK OUT MEMORY CARD ATTACHED TO LAPTOP AND PRESSED VOLUME <DOWN> AND POWER BUTTON AND IT CAME ON
Have done this - and it got rid of the lighning bolt and and cog, but now I'm trying to factory reset it, and it doesn't vibrate when I hold the 3 buttons. Held them for 40 seconds and nothing happened - when I let the buttons go, it just turned on, locked still. Any suggestions?
it works, thanks for the information
Power off then back on to see if it makes a difference.