You need to be more descriptive to attract responses.
It's pretty unusual for a BDP to have a "Phono" out. Most likely they will be "Line out". If you are unsure, try posting a picture of the rear of the BDP. Also, if you post the exact model number some people might search for missing info and try to help you.
If you are hooking the equipments correctly, you will not be damaging any thing. It's perfectly fine to hook the stereo amp to the Line out and AVR to Coaxial out of your BDP. Worst case scenario, your BDP will only output to digital or analog (some players do that). But you will in no way damaging any equipment.