What, if I use the "wrong" hardware?

First: Thanks to all for the answers.

I had a sketch, which handled a servo and an ultra sound device (let's call it "ultra sound radar" :)). After disconnecting these devices and connecting RGB LEDs for the next test, I connected the Arduino to the computer to upload the RGB sketch, but during the time between USB connection and uploading the new sketch the "radar sketch" was running for a short time (an a LED started glowing). This was the reason for my question. It seems that I have to be careful.

Grumpy_Mike:
That is why I always down load the basic sketch before connecting and hardware to the arduino as you never know what was there the last time.

OK - will do my very best to follow this advice.

best regards
Andreas