Loud thump when I power on or off

I have some NHT VT3's hooked up to a fairly nice system. The amp is the Mc6850. These speakers have the built in power amps and come with a preamp of they're own. The thumping noise never happened on my last several pairs of speakers with my current Amp. It also seems to of gotten quite a bit worse since I hooked up a turntable a few weeks ago. It is worse when the volume is turned up more.
I don't mean to sound like an idiot but my first few ideas are as follows: Buy a line conditioner, hmm, not sure what else. Do I have a ground issue? Does anyone have any ideas. Thanks,
"It is worse when the volume is turned up more."

A good practice is to always turn the volume control all the way down when powering up/down components as well as changing sources, dropping the arm down on an LP, etc. It is also good practice to power up the system from the front end to the amps....and power it down in reverse order.....always with the volume down. Following these practices might be the end of your thumping sounds.

Sounds like the typical thump when using a subwoofer amplifier that has an auto-on circuit. When the amp senses a signal, it turns the amp on. I've heard this thump in many setups that have an amp that uses an auto-on circuit.

I would guess that the built-in amp in your NHTs has an auto-on circuit and you are hearing the amp turn on and "thump" the woofer.

Another way of thinking about it is , try Floating a ground or 2. A turn off thump can be leaking caps on the amplifiers also
Hiend2: What is the point of floating a ground? Either it should be grounded or not exist at all because if it's floating around you might hurt some one!
I said try to float the ground you may learn more about the systems grounding. To me turn on/off thunps are leaking DC to some extent, I have repair bills to prove it can be the case
Hiend2 is close. The turn on/off thumps are caused by a rapidly climbing or decaying DC signal component being coupled to your speakers. This occures as the ciruit RC constants are charged/discharged. Most equipment is designed as to not allow this, by circuit design, or relays. Turn on your powered speakers last, if that does't work, they are likely defective.
I have a pair of VT3s purchased new, close to 3 years ago. I experience the same sound when powering the woofers on or off. They are both fed via a dedicated 20 amp circuit upstream of a PS Audio Power Director 3.5.
Jafox offers good advise. I'd like to add, that if you have an unused source on your control unit (pre), you should select it. Furthermore, allow a couple of minutes between powering up or or especailly down between components in the suggested sequences.