Haha, I did this by accident the other day, I had just added another hard drive to my system and I still had the side of the case off. I switched it on to see if it was going to boot, and I got an error message saying I had forgotten to plug the power cable to my video card back in. (I had to unplug it because the cables were a mess inside my case and I was trying to straighten them out).
Being the dumbass that I am, I plugged it back in while the power was on without even thinking. There was a big old spark and the system shut down. I can't believe I never fried anything or got a shock.
So ya, turn the friggin power off.
