Your hard drive runs a chaotic, but organized office. It keeps track of a lot of file cabinets, putting your files in them without a system, but always remembering where they are. It's a hectic mess, but your hard drive is a genius and can concentrate pretty well.

Now, it has a bunch of files on it's table, putting some back, pulling some out, all at the same time. It concentrates really hard to remember where everything belongs. Then you come up and bonk it. (Unplugging while it's working) When it wakes up, it might forget where some of the stuff goes and that creates a problem.

Generally, you want to make sure all your components are powered off and cleared of any residual current before touching them, as your filthy lil' hands can make electricity conduct to where it's not supposed to be and bzzt.