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
thank you so much for advice about the cog wheel & lightening bolt I done has you adviced and it worked good on you and thanks a great deal Jack Cook aka helper from chrisb474
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.
This made my Lumia 625 arise from the dead. Thanks Jack.
Please help! I tried that several times...first I got the low battery symbol even though it's plugged in. Now I have a white screen with att symbol on it.