Yep, one of the things that scares the bajeebies me. I ALWAYS nock an arrow when drawing the bow, regardless of what I'm doing. I have a bag target setup in the basement at 6ft I aim at when doing anything that requires the bow to be drawn. One of the shops I frequently haunt lets people draw the bows without an arrow. It just makes me cringe seeing some 15 year old kid who hardly has enough strength to get the bow back, then try letting it down with his fingers.

Use an arrow. Its the cheapest insurance policy I know of against a dry fire.