Is your turntable spinning while you clamp down?

I just got back into vinyl and I bought an inexpensive KAB clamp. So far, so good, but putting and removing the clamp can be a pain. What is the proper method? Do I turn off the turntable, change the clamp, or is it ok to clamp down and partially stop the turntable from spinning while I do this? My turntable is belt driven and I am wondering what clamping while the turntable is spinning will do to the motor and/or the belt. Is it my clamp? Can someone help an analog newbie?