Do you keep the wheel in Heelys down all the time?

I'm not really familiar with those shoes, but do you keep the wheel out only when you want to... uh wheel around haha? It seems like it would be a hassle to push it back in every time you wanted to start walking again. Or do you have to develope a new method of walking that keeps weight off your heels? Or do you need to sprout wings every time you wanted to walk just so you don't even have to worry about it?