strange sound

I am getting a strange sound from my speakers when I power down my system. I shut everything down (amp, preamp and source) and about 15-20 seconds after that, a sound starts high in pitch and slowly drops in pitch (kind of like a bomb falling from the sky in cartoons) until it stops about 15-20 seconds later. It happens every time I power down. I have no other strange sounds or problems at any time during power up or during listening.

Does anyone know what could be causing this?

Thanks for any insight.
Thanks for your response.

Do I have to have the capacitors replaced to get rid of the problem?

Will leaving it alone cause any damage to the amp or my speakers?

Thanks again.
You may get a differing opinion from some of our technical guys, but I don't think you need to worry about the sound you hear when powering down. If you find the discharge annoying, you could replace the capacitors, but that may or may not solve the problem. Good quality power supply caps (such as computer grade electrolytics) aren't cheap, so be prepared to spend some money. If you are savvy with electronics, you can replace the power supply caps yourself, but be sure to give the caps about 30 minutes to discharge before you try to disconnect/remove the caps.

One suggestion for future reference: when turning your system off, I suggest you turn the amplifier off before the preamp. Turning the preamp off first could allow a power spike to pass through the still-charged amp, which in turn would send an amplfied signal to the speakers.

The rule of thumb in powering up / powering down audio systems is:
1. When turning the system on, turn the preamp on first and allow it to stablize for about 5 seconds. Then turn on the power amp.
2. When turning the system off, reverse the procedure: turn the amp off first, allow it to stabilize, and then turn off the preamp.
Thanks again for your help.

The sound does bother me but not enough to spend a lot of money to fix it.

I do follow the same power up / power down procedure as you described. Actually my Panamax surge suppressor does it automatically for me. It has timed outlets for amps and such.

A timed outlet is not the same as using the power switch. The amp may discharge properly when using its power switch. Try it manually and see what happens.
No one ask what your amp was. If tube, there are EL 34 types that make the sound you describe. If transistor, you likely have the answer in the posts above.