Setting a speaker to small is avr language for "use bass management" but in your Denon, assuming its similar to mine, you have two "bass" options, one called LFE and the other LFE+Main....it sounds like you're in LFE+Main mode where the crossover setting is only going to act as a low pass filter for the sub and thus the setting for a crossover can still be made. If you want to use the full crossover use small and LFE.