Yes, Sony NS-WS623 is meant for the rough usage and it is both - waterproof and dustproof.
Hold down the button (1) for 3 seconds.
You will hear the shutdown sound. Then, the Walkman and the lamp ( 2 ) will turn off.
Sony WS623 has 4GB internal memory and you can further expand it up to 16GB with the help of MicroSD card.
No. It does not have remote control.
Sony WS623 comes with LED indicator. If it is not fully charged and require charging - it will show orange light and when it is fully charged - it will show green light.