It sounds like a ground loop, or possibly a mistake in the wiring. Please click on this link and read what it has to say.

Another thing to consider: Perhaps you're simply turning the gains up too high. Your player should be able to be turned all the way up to 0db (maximum) and you should be able to listen to it comfortably. If the loudest you ever crank your player is -15db, then your amp gains are turned up 15db too high. The proper procedure for adjusting your amp gains is discussed in the link I just gave, above.