Yes, it's not problem. Even when filled, they don't stay that way for long. The volume in a keg drops as you drink the beer, right?
As audger said, the important thing is to purge out the oxygen. You do that by connecting the CO2, wait for it to stop hissing, then bleed off the pressure, let it fill again, bleed again, etc. I do it 3 or 4 times.