On the car|||Can%26#039;t imagine why would one want to do it - technically there are no problems, even though the general procedure calls for lights to be off.
It is unlikely that a bulb would fail due to this condition only. Take care to avoid contact with bare fingers, if it does happen, clean it with rubbing alcohol or similar BEFORE inserting into the socket.
NEVER install new headlamp/fog bulbs with lights on - they get hot immediately, the light is too strong for eyes and some types contain high-pressure gas.|||Not a very good Idea because you could burn the new bulbs out.
