I have had this problem ( along with most others from my dodgy wiring days! taught me a lot!) but it was long, long ago and I cant remember the exact cause or how i sorted it.
you may have a loose connection somewhere but its more probably a short with one of your wires.
did you wire everything up? ( I only ask because if you did, it is going to be cheaper and easier for you to sort it)
are you using uprated door speakers or componants? are they in the standard location using the standard wiring?
does it do it as soon as you switch it on and turn it up, or, just after its been on for a while and then turned up?
does it pop/click when you turn the headunit on or turn the volume up and down?
I would start by simple trouble shooting, disconnect the amp earth and the cap earth and see if the HU does it on its own.