Wii Remote won't turn off ever?

[Often]

I bought a Wii Remote Plus, nunchuck, and dolphin bar all new and they arrived today and have been working fantastic. My only gripe is that the Wii Remote never turns off, it is always connected via bluetooth. Is there any way to get it to turn off besides unplugging the dolphin bar, disabling it from control panel, or removing the batteries from my Wii Remote? I don't want to have to unplug/plug in my dolphinbar every time I want to play a game, but more importantly I don't want to run through a set of batteries every few days.