I also have the same problem of the Marantz PM6005 shutting down. I have repeatedly turned it on and off for like 25 times and each time any sound at all, no matter how low level briefly comes through, it spontaneously shuts down. It is EXTREMELY frustrating. It does not matter whether you start the volume at minimal level and gradually increase it (you can get sound for about 10 seconds at a whisper level through your speakers if you keep the volume extremely low).
I also have a Marantz NA7004 and a Marantz CD6005. Neither of these sources makes a difference to the shut down problem.
I shall be taking my amplifier back to the shop as it is just NOT acceptable. An amplifiers sole purpose in life is to amplify sound and play it through thre speakers. I'd be better off with a £50 amp at this rate; at least I'd get some sound. I've only owned it for less than a month and I am very disappointed. What a fricking hastle.