I don't think you have to turn it off before hand. Just after you lose power.
Actually BGE has something similar on its website:
"During a power outage, turn off all appliances, including your furnace, air conditioner, and water heater to avoid overloading circuits when power is restored to all appliances at once. Leave one lamp on so you will know when your service is restored"
The very last point on this page -
http://www.bge.com/customerservice/stormsoutages/stormcenter/beforeastorm/pages/default.aspx