Casio CZ/ VZ/ FZ - Pro Series

I think you have a relay going bad. There is a relay that keeps the 
audio output shut off while the CZ is powering on so as to prevent power 
supply surges going to the output during power up. These relays do go 
bad, and I had to replace mine. The good news is that they are cheap ( 
$5 or 6 ) and still available at real electronics parts supply houses 
(not Radio Shack). I used a NTE Electronics R40-11D2-5  (a 5 volt relay) 
to replace the OMRON G2VN-237PL on my CZ-1.

Hope this info helps.

Gary