Check this link. The "POP" is because you're getting a "discharge" (most likely a discharge to ground) since you are in effect turning every component on AT ONCE, when you turn on your surge suppressor.
In the above link, I paraphrase one method of a preferred "turn on" and "Turn off" sequence. There are other ways to do it, obviously. Naturally, if you're going to use a surge suppressor or power conditioner, it should be turned on FIRST. Imagine if the unit was not in the circuit and everything was plugged into the wall (AC mains). You wouldn't plug everything in, then run down to your breaker or fuse box, then TURN ON the power from there, would you? I didn't think so!
1.) If you're going to use a power strip, or a power conditioner, plug it into AC mains (wall outlet), and turn it ON.
2.) Then start following the directions from the following link:
2a.) Connect you interconnects.
2b.) Connect PREAMP to AC Mains and TURN ON.
2c.) Connect SOURCE(s) to AC Mains and TUNR ON.
Now, if your preamp or sources were going to discharge themselves to ground and give you speakers a POPPING noise, you're protected, since your POWER AMP is still OFF.
2d.) Connect POWER AMP to AC Mains and TURN ON.
Generally if you speakers 'POP' at this point, it's most likely an issue isloated to your power amp. You would try disconnecting the interconnects from your preamp to power amp, then try powering up the power amp. If youy get the pop, then, it's your amp. Though I'm going to bet money the POP is coming from the discharge to ground while your preamp powers up.
For this reason, it is generally recommended to turn the amp on LAST, and shut it off FIRST. That way your speakers are protected. I'm basically echoing what Sugarbrie said.