The large and small setting is what tells the receiver/player what speakers get signal below your selected crossover frequency. If you set your mains to large they will get full range signals all the way down to and below 10Hz, if they're set to small then they will only receive bass down to the crossover fq and the rest will be diverted to those set to large and the sub(depending on your sub settings).
So the question is what reproduces the lowest bass the best in your system? In most cases its the sub, so set all your speakers to small otherwise they will be called to reproduce below 10Hz.
My opinion on the matter is, the only time you set your speakers to large is if you don't have a sub.
cheers