Nice to know it, I was unpluggind my PS3 each time I was using the dualshok with my HD2, fearing it would wake the PS3 up and pair with it again
(I know, I'm sometimes stupid!)
Once the controller is paired with your phone it will not talk to your PS3 or turn it on, nor will having the PS3 on interfere with pairing the controller to another device (at least it hasn't for me - mine is always on or in stand by - I never unplug it or switch it off). However, it is not a stupid thing to think it would. In fact, the WinDS3 instructions say to turn off the PS3 with the switch on the back to use the controller with your PC, even though that is completely unnecessary, so you're not the only one who thought that.