Should I turn my Nikon DSLR off while changing from M/A to M?

I just bought a nikon camera and i'm kinda paranoid I don't want to break it lol. My User's Manual doesn't specify.

The lens can be switched from M/A to M with the camera turned on. This is not a problem.

If you fear damaging your camera or lens, you can always call Nikon and ask for assurances.

Nah, just make sure you keep your finger away from the exposure button when you do.