sfox, here are some thoughts for you until you get a more educated response:
The speaker clips on the back of the F10 are very close together. Any possibility of a short? Could it be that when you turn the volume up, there's some kind of arcing going on between exposed wires?
Are you using the inputs marked DVD Right and Left on the lower tier of jacks? That should be the DVD-Multi input, despite what it says on the upper tier of jacks.
In addition to setting the other speakers to No, did you check the the other setup settings, such as making sure Surround is off?
How about trying your source through one of the other channels? How about putting it on the DBS input? Does that also activate the protection circuit? Also, does turning the volume up on FM have this effect, too?