The Bandit 112 is a cool amp...Peavey's transtube series was one of the best innovations in solid-state amps.
Alot of solid-states "pop" when you turn them off....I remember my first amp (a Fender Deluxe 85 that I bought in the 80's was notorious for that). Like others have said, the best way to avoid that is to turn down the volume knob on your guitar or amp the whole way down before shutting the amp off.
Although it's annoying, I don't think it does anything to harm the amp.
Guitars: 2003 and 2004 American series strats, Squier Classic Vibe 50's Strat, Squier Deluxe Strat.
Amps: Line 6 Spider IV 120, Vox AD50VT 212, and Peavey Transtube Bandit 112.
Pedals: Digitech Bad Monkey.