Interconnects and shielding and what it does.

I just recently bought some Auditorium ICs, which I love, but Im a little confused still about which way to hook them up....waiting to hear back about this from my dealer about this in more detail, but from what I have gathered I am using these cable in reverse. The little one sheet that they came with says that the shielding is indicated with a longer shrink wrap on one end but does not say which side the shielding should be hooked up too.

Through a little experimenting I have decided with some enthusiasm that the way that sounds the best in my system is putting the shielded side on the source. So to make this clearer I put the the shielded end into my turntable then the unshielded into my phono pre then the same order from the phono pre to the amp. The other way around sounds a little brittle in comparison.

Is there anyone out there that can explain this to me how this should effect sound? Also is there any damage that could occur from using the shielded side incorrectly if I actually am doing this wrong?

Any help would to explain how this should be would be much appreciated. Thanks.