Is it ok to go to a manager's office in person?

Hi everyone,

I'm a volunteer at a hospital, and they have a CNA position open that I just applied to. I always call the hiring manager to express my interest, but I was thinking of actually going to the her office in person this time and introducing myself and expressing my interest in the position.

I know lots of you out there are hiring managers, so my question is: Is this a big no-no? Or should I just call and see how it goes from there, like I have done before?
If you're a volunteer there and you just walk up to the unit to see if her door was open and introduce yourself, I think that's just fine.
thanks SCHNOOKIMZ.. Im planning on doing that tomorrow and im a nervous wreck. i will either get the stare down and yelled at or she can kindly shut me down before i say anything..im preparing myself for the worst case scenario.. lol..ill let you guys know how this goes
@mebe5 did you ever get the chance to approach the manager?