This article is from the Apple II Csa2 FAQ, by Jeff Hurlburt with numerous contributions by others.
No. The Apple Hi-Speed SCSI interface allows ejecting and swapping removable disks. With a partitioned Zip disk (or CD-ROM), you have to lasso or shift-click to highlight all the partitions and drag them to the trash to eject the disk. (As long as one partition remains on the desktop, the disk stays in.) There is no need to turn off the computer to swap disks. By: Gareth Jones