[header] How to connect a guitar pedal [title] Turn everything off. [step] Anytime you're connecting or disconnecting an effects pedal, you need to cut the power to everything in the chain. While the power cables can and should be plugged in to each separate unit, the units themselves should be switched off. 
Make sure the amp and each pedal are switched off when you connect them. There is one exception to this rule though-if you are using a tube or valve amp.