Hi thawk21,
If you have the instruction manual for it, just read it very carefully, as how to make the proper connections, in particular, the speakers ones.
If you don't have the manual, you can simply download it from Kenwood web site by Googling "Kenwood VR-405".
The speaker's connections are probably the culprit, in your case.
Make sure that you only expose about 1/4 inch from the speaker wire, and that you fully insert it, adter twisting the ends, to the hole in your binding posts, and from the back of your receiver, and from the back of your speakers.
You DON'T WANT any small threads of speaker wires touching the metal panel of the back from your receiver. It has to be done very properly, or your receiver will do exactly what it just had done.
And only do this, when your receiver is turn OFF, and unplug from the wall receptacle. Only after all your connections are properly secure and correctly done (red positive wire from the receiver to red positive on the speaker, and same for black negative speaker wire). Your speaker cables should be marked by one of them having a straight color, and the other one having a white or another colored line indicated on it. You can use the straight bland wire as the positive one (RED), and the other one with that colored (usually white) line, for the negative one (BLACK).
Hope this helps to put you on the right track. Let us know.
Cheers,
Bob