Upgrading interconnects, where to start

Ok, what I experienced is that the new interconnect's between CD-player and pre-amp produce high's which were too sharp although the rest seemed to have opened up with more details and a more defined imaging. Now I put them between the pre-amp and amp and the sound is much more balanced.

I do hear major differences when swapping the same cable between cd->pre-amp or pre-amp->amp. Just dont understand, why this highly appreciated cable doesnt work well in my syatem