What you need to do is calibrate the sub for phase allignment. The goal is to get the sub (and all other speakers) phase matched to the mains. To do this you will need a calibration disc like DVE or Avia.
Temporarily you can do it by ear. Play some bass heavy music or DVD. Now play with the delay settings on the receiver or sub. (NOTE: if you use the delay setting on the receiver set the sub to zero and vice versa) When you cant tell that the sub is playing bass, it seems to be coming from the mains only, is when you have phase allignment. It might help to run the sub a few dB higher than normal, and after you are satisfied with the settings, pull it down again.