While USB devices are supposed to be hot swappable, you should not turn the external hard disk on or off during normal computer use – as this can result in corrupted data. You can minimise the possibility of corruption by using Windows Explorer and right clicking on the removable drive to access Properties. Once there, go to the Policies tab and set the drive to Optimise for Quick Removal. That will disable write-caching, which will slow it down a little but make it safer to remove.