no, you're right, there is that risk, but not only do I make sure I have no programs running so none of my data would be effected, for me, by the time you get to the chkdsk stage, you've already received some errors, tried other stuff, jumped through hoops and now it's chkdsk turn to try and find why my PC is behaving badly, and at this stage, screw it, just dismount the *censored* drive and scan it will you!!!
if you get my drift...