SATA hotswap

I just ordered a SATA drive and a hot-swap drive bay for it.
Now, I've heard that SATA drives are hot-swap capable, but I'm woundering on the specifics of it when running windows, and if there is anything I should be aware of about hot-swapping it.
I am running windows(I'm a gamer. Moment Linux can support ALL games, I'm there. Till than, I'll suffer), if that makes any difference in this matter.

"Moment Linux can support ALL games" Yes, it's somehow the OS that supports the game, not the other way around. I'll never figure out where this line of reasoning came from.

>>9
*Only for some consoles
*Wii
*Xbox, wii