Hi,
As Sergio pointed out, you should probably connect the power first. The board is not supposed to draw power from the USB.
Now, I have left the USB connected for around a 2-3 minutes before connecting the power-supply and nothing has happened. I know this is frustrating but I think if left connected for very a small duration of time it has no harmful effect.
The Galileo can (supposedly) be powered via USB (on the Client port), but Intel recommends against that.
I do not think that is a very accurate statement. There is however a VIN pin that allows the board to receive power from another source.