IMO, if you are not using the 2.1 setup for critical listening, don't bother with an outboard crossover. Looking at the SBS-01 SPL vs Freq graph, looks like they have a high pass filter with cross over at 100Hz.
Use the setup as follows,
On the HK, do not remove main to preout jumper
Speaker connections to SBS-01
sub out to Y connector to Sub in
Set sub crossover between 80-100Hz
Level match by SPL meter or ear
You will need to play with the sub cross over and level matching to get the best possible blending. This should yield a fairly smooth theoretical response (if at all a slight bump between 80-100Hz, use the PEQ on the Ultra to tame it if needed). The room response based on speaker and sub placement will have a much greater impact on the achieved in room response.
If you want the whole shabang... get a DCX 2496.
On HK, remove main to preout jumper
Pre out L - DCX in 1
Pre out R - DCX in 2
DCX out 1 - L
DCX out 2 - R
DCX out 3 - Sub
Now you will need to configure the DCX for output as so,
out 1 = in 1 high pass at 100Hz
out 2 = in 2 high pass at 100Hz
out 3 = sum 1, 2 low pass at 100
This will yield a basic setting. Now you can use the PEQ function to smooth out the response. Maybe Isiberian can help here.