Anyone have this turntable issue?

Whenever I set my cartridge on the record, I hear a loud pop. This is with the volume turned down all the way. It seems to be the stylus entering the groove. I have done everything to avoid static in the system. I'm quite sure it is not static. Just one loud pop when the cartridge is lowered. No problems after that. I cannot imagine how that impulse noise gets to the speaker with zero gain on the preamp/processor. How can this happen?!