Stressed for time; the Captain fails to disconnect the GPU from the aircraft when departing without ground support personnel.

Narrative

There were no line personnel on duty at our planned time of departure. We started one engine with a GPU. I then exited the aircraft to disconnect the GPU and turn off the power inverter (which is located in the hanger). During this process I turned off the power inverter and the GPU; but never disconnected it. The co-pilot was the pilot flying the first leg of the day from the left seat. During initial climb the co-pilot stated the airplane; 'felt weird'. I said; 'everything looks good; lets continue the left pattern departure; go ahead and turn left.' (Approx alt. 500FT AGL) The co-pilot then remarked; 'everything feels good now.' The flight was continued from the departure airport to destination. After landing at for a fuel stop the slight damage was discovered. After a visual inspection by myself and the co-pilot we decided the damage was superficial and the flight could be continued safely. We attached their GPU and powered the aircraft for re-fueling. The lessons learned from this incident are basically to 'slow down'. The flight crew were running about 15 minutes behind and I was in a rush to depart the hanger and the airport and forgot to disconnect the GPU. The contributing factors to this incident were possibly just not having anyone at the airport at the time of departure. The flight left very early in the morning; but fatigue was not a factor.