Should I turn off my Tritton Ax Pro's for the XBOX 360? (Read Description)?

I have the Tritton AX Pro for the xbox 360 (The gaming headset) and I always turn the headset and the decoder box off. But it gets really annoying turning them both on and off on and off. Do you have to turn off the Decoder box for the Tritton AX Pro's? There's a power button for it but on the headset there is no power button. You have to hold the mute and the front button for it to turn off. It's sort of an odd way to turn it off I didn't know if you were not supposed to or what. If someone could please answer that would be great.