Attached is a link i saw on the KLR650.net forum earlier today. It is a very graphic and disgusting link about what happens when you try to clean a chain while the chain is moving. Suffice to say this fellow permanently lost part of his digits. I am sharing this not to try to gross people out or to rag on this guy but because apparently some people do think cleaning a chain this way is a quick and or good/effective way to do things. If you are squeamish at all please do not look.
http://www.gixxer.com/forums/showthread.php?t=242261