When Wayne, Garth and the guys go to the Heavy Metal bar at the beginning, Garth gets thrown down by a big guy. So when he gets his electro-shocker thing he sets it up, he puts it on and when he goes back inside he turns it on again, without turning it off in the first place.
Look, we don't actually see Garth go all the way back in and find the guy, so i don't think he would have kept it on, and that is why we don't see him turn it off.