Using a Digital Multimeter for the first time

After 15 years of service I replaced my old voltmeter with a Radio Shack Digital Multimeter.The instructions read that the amps should be turned off when inserting the leads. This would mean that after playing the amp for 2 hours I would have to turn them off insert the leads and then turn the amp back on.I doubt if I could get an accurate reading this way but Radio Shack says I could.So,I ask for your opinions.
Thanks all