All USB 2.0 and FireWire hard drives can be connected and disconnected when the computer is running. Connecting or disconnecting an eSATA drive requires you to shut the computer down before connecting or disconnecting the drive.
Connecting the drive:
A FireWire or USB drive can be hot-plugged. This means that you may connect the drive to the system with the system turned on. It is recommended that you hot-plug the drive while the system is in an idle state, so that critical operations will not be interrupted.
Disconnecting the drive:
Windows and Macintosh operating systems have a means for safely dismounting and removing the drive without turning off the system. Windows has an Unplug or Eject Hardware icon in the system tray which, when used, insures that all data is flushed from system cache before device removal. Mac users can simply drag the drive icon to the trash to unmount the drive before disconnecting it or choose the Eject option when the viewing the drive contents.