I replaced all of my in-car speakers with Sony xplods and everytime I turn my stereo up decently high but not all the way up my in-car speaker shut off and only my subs work. And yes I have my speakers wired to my amp
if the speakers are wired to the amp odd are when you turn it up to much power is going to the speakers so the amp might be going into protect mode on those channels to prevent the speakers from shorting out.
if you have the factory stereo head, chances are the factory speakers were 8 ohmms, or some odd similar load, and the Sony speakers are 4 ohm, causing the amp to go into protection mode in the head unit.
it will be labeled "input sensitivity." turn this dial all the way to "maximum" (counter-clockwise) now turn the dial no more than one-quarter turn up.
This is not a volume setting. This is the setting that adjusts the input stage of your amplifier to match the output voltage of the pre-outs on your head unit. If the amp isn't loud enough for you, then turn teh volume on the radio higher, or get a larger amplifier.