Brand new and a little shaken.......

The noise is a uniform digital scratch/hiss while i'm turning the dials. This noise is only present when I'm directly applying effects to the sample bank. It sounds the same no matter what effect I'm applying and only lasts the duration of the dial turning. Once I've stopped tweaking the dial the effect parameter kicks in and the digital noise is gone.
I'm almost certain it isn't simply an effect I'm hearing.
Secondly, I have turned off/on the unit with the zip disk still in. I then realized the wonderful little message right above the drive telling me the zip should be removed before powering up.

What is the proper protocal for turning on and off this unit?
I had to order a manual so I'm still ignorant to this procedure.
Have I damaged this unit in anyway by turning off/on the unit with the disk in?
Just want to get over my initial fears....thanks.
I've run the system check, suggested under tips page.
Should every single button light up(LED test) or are there exceptions?
Finally, My D-Beam won't complete the reach portion of the test but the d beam seems to be effected from about 3 feet away should I have more reach than this?

I realize there are alot of questions here, perhaps I should have asked each one with an individual post but I'd appreciate any help.

Thanks,
circlehead*