How can I fix this Phono Stage problem

I have a McIntosh C2200 preamp, Mcintosh MC 402 amp, and VPI Classic turntable with Dynavector 20XH cartridge. I just bought a Canary Audio CA-430 phono stage for this system. The problem is that when I use the CA-430 in the MC setting everything works fine, but when I change the CA-430 to the MM setting I hear a loud buzzzzzzzzz coming from both speakers. I checked all my connection, grounding, and interconnect but the buzzzzzzzz does not go away when in the MM setting. Is there anyone out there with the same problem? Do you have any idea how to fix this problem?