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.

>>1
Yeah, like didn't you notice that practically any game that comes out on the pc comes out on consoles?  And you spend half as much on a console as a gamer's pc?  Loser.