From Michael James,
Your Guide to Radio Controlled Vehicles.
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Before you run your RC: Controller on first, aircraft on second. Never turn your RC airplane or helicopter on with your controller off. Another controller in the area may take over and fly your airplane or helicopter into a tree, a power line, or right into the ground.

After you run your RC: Aircraft off first, controller off second. Never turn your controller off with your plane or helicopter on. Stray signals from other RC remotes can, and most likely will, take control of your airplane or helicopter. Results of remote takeover can be disastrous.