Noise when shutting off power amp? Help?

I have a Classe 100 power amp, and preamp, and when I shutdown the power to my system Power amp>preamp> source(in that order, which I believe is correct), I shut off the power amp first, and when it clicks off it sends a noise through to my speakers. Is this normal? I had a Rotel amp before this and it never made a sound. Should I just turn the volumn down on the preamp before I shut the power amp off?