Simplest is if you used 3 core mains cable, so you can use the unused ground connector as an alarm contact. Otherwise it depends on the amplifier, you have to place a 10 000uf 63V capacitor on the non common terminal in the amplifier, so that there is no DC path back into the amplifier. Then use a 24VDC relay ( the inductance of the coil means it is not going to do anything to audio) to pass a small DC current through the speaker. Will need a supply that is attached to the other terminal of the relay, and the amplifier common, and you will need a VDR ( any voltage from 33V to 100VDC, which is any device rated for 24VAC to 100VAC) to clamp the spike when the relay deenergises. You want a low power relay, so the coil current, which will flow all the time, is not too high. Will work for amplifiers which deliver low power ( 30W or so into 8R, or 50W into 4R speaker, will work on 24V relay. Up to 100W you will use a 48V supply and relay) and where you do not mind the relay might open the NO contact ( used here as a NC contact when the speaker is connected) at very loud levels.