My speaker makes noise ?

Yes, this is normal. AND YOU SHOULD ALWAYS ALWAYS ALWAYS turn the source off last(or maybe even leave it on all the time). When turning the system on, you want to start with the source, and follow the interconnects to the preamp (turn this on now) then follow the interconnects to the amp(and turn it on last). When powering down the system, go in the reverse order, turn off the closest thing to the speakers first (the amp), then follow the interconnects to the next thing (usually the preamp) and turn it off, then follow the interconnects to the next thing (usualy the source, or perhaps a Phono preamp or DAC) and turn it off. Make sure that you always turn the source off last. Mine sounds better if I leave it on all the time, as do lots of others. You dont want something upstream to be turned off while something downstream (think... wattage and current are a river, flowing toward the speakers) is still on. It can ruin your equipment.

The thump you hear is normal. However, for better sound quality you should never turn your digital components off. The DAC typically needs to reach thermal stability to perform at its maximum. This is best done by leaving it on all the time.

NEVER TURN OFF YOUR STEREO EQUIPMENT....YOUL GET LONGER LIFE OUT OF IT AND BETTER PERFORMANCE.

NEVER UNLOCK YOUR CAPS KEY, THE TYPE IS BIGGER AND....."YOUL" GET LONGER LIFE FROM YOUR POSTING!