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.

>>4
I'll see your troll, and raise you some facts:
* It's easier to get warez'd games for a PC than for a console
* Legacy gaming is easier on a PC, this is especially true for stuff that needs emulators.
* A PC can be used for more than gaming. So you might have to buy a console AND a pc, if you don't want to use the PC for gaming.