Q: Or do I have to turn it off even if I move it slowly and not hit it anywhere?
A: By on -- you mean with the case open and screen bright, right? If you have the screen closed, the hard drive becomes protected and sleeps, and its' totally fine to move it. If it's open, though, you shouldn't, but if you must, make sure you don't have any disks in the optical drive (like a DVD you might have paused). If you do, get em out first. Make sure the hard drive is not spinning (you'll hear it whining if it is). And have a steady hand. As long as you don't drop the thing, you'll be fine ;)