Edward,
It is not normal to hear a popping noise on your mains. However I'm not sure if what you are hearing is the SR8200 automatically selecting the audio format.
When the dvd player is turned off for example, the receiver will not send anything to the amp because there is no signal. Once you turn it on, it will then recognize the active source signal (even if it is just stereo), and then kick on the decoding and amplifier stage. When it does this, you may hear a slight "tick", but it should definately not be audible at even moderate levels.
I have the same receiver (which I'm incredibly happy with), and if you turn your receiver on at around -5 to -10db, I can certainly understand why you can hear it. But it should not be something that you classify as "loud", or something that can possible damage your speakers.
How long does it take for your receiver to detect the given audio format? It may need the firmware upgrade (along with other goodies like DTS 96/24 and enhanced DD and DTS "32" bit decoding).
Try taking your format selector off of auto and just leave it in stereo to see if changes anything. That may be why your analog inputs don't do that because they're set only for two channel L/R audio.
If for whatever reason you think it is deffective - if it may cause harm to your speakers don't be afraid to take advantage of the three year parts and labor warranty.
Good Luck!
JC
