Motor won't stop
You haven't mentioned the radio you are using. If it is a Hitec then the ESC should be plugged into channel 3 (the throttle channel). Some radio's use channel 1 for throttle, whichever the case plug the ESC into the channel used for throttle. Make sure the throttle is off when you turn on the receiver, as a precaution remove the prop from the motor. If you are using the same style plug for the motor and the battery, another possibility is that you may have reversed the two and fried the ESC, thats why some people like Sermos connectors to be able to polarize them. Right now I don't know what else to check if you have it wired per instructions.