I agree with Audiofeil that it may be an isolation problem. However I feel we don't have enough information. Could you describe your setup, component & physical, and at what volume levels you observe the thumping?
I have been using the exact same system for three years without any problems. I do have a tube integrated amp and at first I thought it needed new tubes but the cd player seems to work fine. If the cartridge is worn would this cause it? I am not dropping the arm onto the records.
The problem is getting worse as it happened about 20 seconds after I began to play a record. After I lifted up the arm it made another noise. I will check the cables to see if they are touching something.
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