It never hurts to remove the power, but to be honest with you I have removed mine more times then I can count and have never disconnected the battery first.

The MkIII is very finicky on this stuff, though, so be sure the drive is totally inactive before either removing the power or disconnecting the cables. It's best to wait about 20 minutes after any vehicle activity (including opening or closing a door) for the i-bus to go to sleep before doing so.

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