Shutdown laptop before disconnecting the USB 2.0 Display Adapter?

Should I completely shut down my laptop before disconnecting the USB 2.0 adapter? I have that running a DVI monitor and I also have the direct connect from the laptop HDMI to an HDMI monitor. I’ve already done it and simply reconnected when I returned and all was all good. Just wondering if something will melt or explode if I continue to do this…

Thanks.

related to -> http://support.plugable.com/plugable/…