In order for this to happen, your amp must be turned on prior to you inserting the empeg. The amp should not turn on until AFTER the empeg is inserted. This is controlled by the blue remote wire from the empeg that goes back to the amp. It sounds like your remote wire is hooked up incorrectly and is probably hooked upto the accessory (or switched) power that turns on as you twist the ignition key. It is either that or your remote wire is connected to a constant power source, but that would drain your battery.
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Brad B.