I had the same problem - when I would shut off the ignition, the speakers would pop or sometimes when I switched from source to source. The weirdest part - it only happened for about 4 days then stopped and I haven't heard it since. I would love to know what it might have been though because I was about to rip the speakers out myself it was so annoying!

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2001 X5 4.4i
2002 Honda S2000