Actually, this is not entirely correct. If the speakers are rated to handle more power than what the amplifier can produce, and if you increase the volume to too high a level, then the amplifier will not be able to produce required power demanded by speakers and will start clipping. Clipping is bad for speakers and it can blow the tweeters. It is for this reason that most recommend to buy an amplifier that can produce more power than what the speakers can handle. A powerful amplifier can drive most speakers with authority and without clipping / distortion.