Question regarding pre-amp and amp


Hello everyone,
I recently bought Don Sachs pre-amp and have a solid state amp. While switching off the preamp it gives a huge sound if the amp is on. I checked with Don and as per him I should switch off the amp before I switch of preamp and switch on the preamp before switching on the amp. The solid state amp has a switch at the back and I don’t think it’s made to switch on and off on a regular basis. How is this normally managed? I am sure tube preamp will need to be switched off and few of you might have this issue.

Appreciate your inputs. Thank you!
sudharl
Appreciate everyone’ feedback. I don’t have plans to use a power strip. Its all directly plugged into the wall. I was planning to change to mono blocks in sometime... that means will have to do more work to start listening:). 
It's always been wise to switch off the power amp before the pre. The thump or click can be down to DC offset and/or the capacitor discharge time difference between the rails within the pre. Good designs of preamplifiers can reduce amplitude of the thump/click through analogue circuit design but it's difficult to get rid of it completely without a control circuit to open the output before the rail voltage drops past a threshold.
I wouldn't worry about it in your case, it's unlikely to damage your equipment... just remember to switch off the power amps first.
Always always turn on source then preamp then amp and the reverse to turn off. Never turn anything in your system on or off while the amp is on.
I keep my amps and pre amp on all the time. I was told by a designer that keeping them on all the time does less damage than the on off cycle. By keeping on the caps and resistors maintain temperature and when pushed by more volume they are already warm. By turning on and off you create a heating and cooling cycle or expansion and contraction. That expansion and contraction can cause cracks that lead to failure. We have been told for years that excess heat is the evil in electrical components. To some degree it is but the heat cool cycle takes the evil to the next step. Example I have my old Sansui 7070 running in my wife’s salon other than power outages it has not been shut off for 25 years and is running strong.
Keep them on and enjoy the music.