You can insert it when it is powered up, as long as the array is optimal then you shouldn't have any unexpected issues. If the drive is from a prior array then you may see a foreign configuration, but if new it will just show as READY in the controller.
Hello I currently have PERC 6/i Integrated(Embedded) firmware version 6.3.0-0001 showing in Open Manage Server Administrator 6.4.0.  I have 3 x 600 GB SAS physical disks on Connector 0 Enclosure (Backplane) as part of my only virtual disks and no hot spare.  I have recently purchased an identical HDD and I want to introduce and assign as my hot spare.  I have Windows 2008 R2 Standard running and am using Hyper-V for virtual machine(s).I am searching through OMSA for storage and found: [URL]#wp514486 which references Add a New Disk to Your System1.  Install or attach the new physical disk (or disks). For more information, see the documentation that came with the disk. Problem is I did not receive instructions with my new DELL HDD, so I am simply needing instructions on how to add a drive.  Do I add with server up and running or does it require that I power down the server and then install the new HDD?From a forum post: Rule:  If it is hot-swap, swap it hot.  RAID configs are stored on the drives and on the controller, when the controller boots up, it examines all the disks to see if its configuration matches that on the drives.  If you introduce new drives while the system is off, then the controller has to decide which config it should use ... it is pretty smart and will usually pick the right one (the one(s) that matches its config), but it can happen that the wrong one is chosen, or it doesn't choose and waits for you to play roulette with the choice.  If you put the drives in while the controller is on, then the controller will automatically treat any config on the drive(s) as a foreign config, which will prevent it from interfering with any configuration(s) currently running.  
PE R710 Add HDD to be assisgned as hot spare