You don't HAVE to remove it, you can just press its power button and get out of the car. When the car turns off it's like the stick has been unplugged. It shows up in it's own WiFi that you can connect your phone to and browse the videos. I have been using the app that comes with the Connect and it's been pretty cool. If I power on the stick before getting out of the car it will not only create its WiFi network, but it will connect to my home network too and I can see the stick from anywhere in my house.
I purchased the app but I have yet to try it, though I watched the videos showing its interface. That's what got me to spend the money. Still looking forward to being able to do this with the center display.