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.
why not shut down the dac first?
Hey,swampwalker;that's way toooo simple.Over the years I've had similar problems.#1: I had one of the original AA DTIs. Back then Rusty was a short drive (near Theta I believe). I took the unit to him,he fixed it on the spot,while I waited. Also if my memory is correct he said there is some modulator that needed adjusting. I had a similar problem when I had the Purcell. That sucker would go back and forth lock/unlock about 4/5/6 times,then be ok. I would bypass the Purcell;no problemo. So I guess different inbetween boxes have trouble taking to each other.
DAC is looking for a signal to lock on to. I've noticed the same thing with mine when I forgot to turn it off when I shut down everything else. Swampwalker is right, just turn it off first.
Unfortunately, neither the MSB nor the Monarchy has a shutdown switch. I think they're designed to go into standby when they don't detect a signal. In order to completely shut them off, I have to unplug them or hit the kill switch on the powerstrip they're plugged into. I was under the impression that the MSB and Monarchy were a fairly common combo and so I was a bit surprised by this problem.