The Bricks use I2C. This protocal does not offer an automatic method to detect when a device is connected or removed from the bus. Electronically, the process of adding a device can cause noise to be sent across the bus, interupting communication with devices already accessing the bus. You would need to make sure you programme a recovery process in the code.
Ciao Laura, thanks. So, conclusion, turning off the board before plugging-in any of the brick is the way to go.