The 536HP and SDS200 use a BTL audio amp. Neither lead is tied to ground. When you use most amplified speakers, the ground wire or sleeve on the speaker plug will become grounded through the speakers power connection. This basically shorts out one half of the SDS200's audio amp chip.
You basically need to build a 1:1 transformer circuit that will isolate the ground lead. Some users have tied the ground lead at the speaker plug to the radio chassis instead of letting it connect to the amplifier in the radio. This method does reduce the amount of audio power by one half but most amplified speakers will overcome that power loss.
Some people have also used the simple ground loop isolators that lift the ground. Those usually don't provide the correct impedance to the radio though plus many can't really handle speaker level audio power.
Somewhere here is a thread that has drawings showing how to build a proper interface for these scanners with BTL amplifiers in them.
I don't have the link to that thread as it was a while back like when the 536HP came out.
Using an amplified speaker that does short half of the BTL output can potentially damage the audio amp in the radio. I don't think I've seen any posts claiming the audio output component was fried by putting half of it into a short but I'd not take the chance when you take into account the cost of the SDS200.
Non amplified speakers can do the same thing if one side of them are tied to ground although that is rare as most non-amplified speakers have both speaker leads going directly to the speaker.
To build a isolator using a transformer would be best built with a 1:1 transformer that lets the radio see an 8 ohm impedance or whatever impedance the factory speaker is inside the SDS200. I've built a few but they had an input impedance from the BTL amp more around 20 to 25 ohms. They worked great and even though they are not 8 ohms, they provide a non-shorted input from the BTL amp. I never built one for the SDS200. All mine were made for the 536HP which probably has an identical audio stage as the SDS200 for the speaker level output.
Radioshack used to sell small 1:1 transformers for this purpose but of course they are gone today.
Here's three threads discussing the problem:
BCD536HP: - Audio Out
It just sounds like the way the cables are hooked up are causing a ground isolation problem.
forums.radioreference.com
Folks, There's been a lot of talk about issues with the new 536HP's external speaker output. There are now at least three separate threads concerning this and, although I did reply in one thread and pointed out most of what follows, I still see much confusion and mis-information concerning this...
forums.radioreference.com
One of them should have schematics of what is needed or at least a link to the info.