mmmm I used to forget to plugin my gps sensor to my laptop, but that might be a little different..... I don't have alot of usb stuff, a card reader, but I don't remember if my comp was on or off. I did my printer once, forgot I had unpluged it, and realized when I was ready to print.
I can't find anything that reffers to USB as _not_ hot swapable. Another site said 'The USB hot-swap feature is very convenient, but it is not foolproof.' It's possible that it just didn't work as planed. Installing devices before you boot is probably a better idea anyway. I'd like to read what ever says that it isn't hot-swapable.