ACK!
it is advisable NOT to do this, if I understand you correctly.
What you are trying to do (in other words...) is this:
You have 2 sources, and you want to tie them together at the inputs of your amp with a T-splitter or something like that.
Dont do this.
You can get a 2 or 4-way source selector from radio-shack for about $20 that will do this much more better-er.
Just to clarify a little further, its extremely unlikely that your amp has coax inputs. Most amps have RCA inputs. Mild nitpicking, but either way its a bad idea.