Hi Sandra,

It could be all sorts of things, but it sounds to me like a problem with speaker cables? If there's a bad connection somewhere, as the volume increases and therefore the current running through the cable, the connection will start to break down. It's possible, of course, that it's the input to the amp, but the cables carry lower voltages and current so this is less likely.
Try fitting new speaker cables and if the problem persists, swap the speakers over and see if the other side goes off. If it does, you've got a faulty speaker.

If none of this works, give us some more detail about the system and we'll think again.

ROG.