Which to turn on first...Amp or preamp?

Hoping someone can help me out. I have a tube preamp and solid state amp. I'm very new to tube equipment and have discovered that regardless of which unit I turn on first, be it the amp or the preamp, there is always some "electrical noise" from the speakers when I turn the second device on. If I turn the amp on first, followed by the preamp, I hear a slight buzz (I'm assuming this is the tubes warming up...?) followed by a low frequency noise that makes the woofers on my speakers push out and pull back to a large degree. If I reverse the order of turning the equipment on, I no longer hear the buzz, but the speakers still display the push/pull effect. This never occurred with my solid state preamp. Two questions....Is this normal? ...and....If it is normal, which unit should I be turning on first to do the least amount of damage to my speakers or equipment?

Any advice would be appreciated!
Tony