i wasn't going to reply at all for you posting on the thread about posting in the wrong post. with a sub question.
but anyways it sounds like a ground loop issue.
you can try either removing the ground from the subwoofer power plug and if that doesn't do it try from the reciever.
many new recievers and subs come with a ground removal strap or loop/lift because of these issues.
What kind of reciever are you using? The thump when you turn the reciever off is from a muting circuit that should engage before the amp powers down. There should be a similr circuit to eliminate the thump between inputs. Some lower priced recievers may skimp on this. Where is the volume set when this happens? Does it occur when the volume is turned down before you switch?
I have a Marantz SR880 receiver. It does this at any volume level.
I'm going to guess that the muting circuit in your reciever is faulty. Anything more than that would require a technician looking at the receiver to verify the problem. Are either of thses pieces new to the system? If so which one(s) and did the problem exist before this piece was added? Do you have access to another reciever to check the problem?