Rob is having an issue with his new Samsung Soundbar and TV. They aren't really compatible. The TV remote can turn on the soundbar, but not turn it off. And the documentation is pretty bad. Leo says that Samsung doesn't expect you to turn off the soundbar at all since it will eventually time itself off. You could try resetting the soundbar back to factory settings and then set it up again. Then leave it on and don't worry about it.
Also look in your TV settings for "CEC" or Anynet or Auto Powerlink. This will turn your devices on and off when you activate a single remote. But only by HDMI. If you're using optical cables, they don't support it. But who cares? Just leave it on. It draws very little power, less than 1 watt while inactive.