That may depend on a couple of things. The first being the type of surgery, and second being the material the jewelry is made of. If it is made of metal, it may have to come out. This is entirely up to the surgeon and/or nurse, as I have heard of instances where metal jewelry can be taped down and left in during surgery.
I suggest calling ahead and finding out. If they insist on taking it out, see if they are okay with putting something plastic in there to keep the hole open.