Fully Balanced pre to SET amp

I have an Atma-sphere MP-1 pre that is fully balanced. My cartridge is wired balanced with XLR to pre. Also my CD is sent XLR from the fully balanced cd player. I have an XLR cable to the SET power amp. Two pins are shorted at the amps input with an adapter to rca. This is what Atma-sphere recomended to me. Is there a way of staying fully balanced up to the amp's input. Transformer maybe? inside chassis or out. What are SET amps with XLR balanced inputs doing. Is it anything more than shorting out two pins like I am doing.
Steve.