Why Don't My DAC Like My DIP?

In my continuing, penny-pinching, and pig-headed pursuit to enhance the sound of my cheapo dvd player (50/50 music/movies), I recently picked up a used Monarchy 24/96 DIP to use in conjunction with my MSB Link II DAC. Per directions, signal goes from dvd to dip to dac (using dh-labs digital cables). Everything sounds great, but problems arise upon shutdown. Using the remote, I power off the dvd player (which automatically shuts down after fifteen minutes anyway). The Monarchy shuts down, but the MSB goes a little nuts. The front lights which indicate sampling rates race back an forth--I'm assuming in search of a signal. Unplugging the dac shuts it down and upon replugging, everything is fine. Previously, upon shutdown when using just the dvd and dac, the dac would go on standby as it should. What gives and is there anything I can do about this? Thanks in advance.