Do it all the time, never caused a problem. Obviously you should do an Eject first to stop activity for this drive.
Oh yes better to have an adequate PSU when doing so. Using a 12V 4A Earthed PSU myself. A standard smaller PSU may cause a power-surge for very energy hungry HDD's, but the X9S supplied PSU rated at 12V 3A should do just fine too.
Just recalled that the standard PSU of X9S is rated at 12v 3A and corrected my previous reply accordingly. A 12V 2A PSU as used by many other players is likely to produce power surge problems during a live swap. For a player with 1 Internal or External SATA HDD a 12V 3A PSU is adequate, but a player with both an Internal plus External SATA HDD should be rated 12V 4A.
