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If the external hard-drive uses a USB (hot plug) connection, then it can be freely plugged in and out without switching off the computer first. The computer will automatically install it in Windows. In some linux type OSs, the drive may need to be mounted first. In any operating systems, it is wise to unmount the drive before pulling the plug to allow any data writing to be completed or you may risk corrupting the external drive/data.

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Q: Does the computer has to be off to install an external drive?
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