If you have all your other equipment connected to your surge protector, I wouldn't add the sub to it. (as Mark mentioned)
Getting a small unit to go near your sub would work; perhaps a UPS.
I solved the problem with installing 'whole house' surge protection on both of my electrical panels. Also added Hubbell surge protection outlets.
Another thing I do, is faithfully unplug my sub after every use. There is no better protection than unplugging.
It works out to being plugged it for around 2 - 4 hours a week