A small "pop or thud" is quite normal as far as i know, especially if your not turning down the volume before switching inputs. Is there you could mute it before changing and then un-mute? I Highly doubt your cables are to blame as they are on the output, you're switching input, so any changes seen before the amplifier board is simply amp'd up. Which then get heard. I have read online that some amps really don't like their inputs switched around while they are doing there thing.
// When you hear the noise, is there visible speaker cone movement, is this a tube amp, solid state, pre-amp...?