1) You don't like those speakers. That's fine. Embark on your journey to fine sonic nirvana. Listen to other speakers personaly or be prepared to spend mucho $$ in shipping/restocking fees. Keep in mind how well taking what you've read as truth on the web treated you with your current speakers.
But don't confuse that with your subwoofer probems. That's a separate issue entirely.
2) You simpy bought the wrong subwoofer for this application. You need one that will allow you to high-pass your mains. That's where I find this sub lacking. Virtually every other sub on the market offers this.
You can access your manual from this link :
http://www.energy-speakers.com/na-en/support/downloads/
As I said before, your receiver is fine for your purposes, with the right subwoofer.
Whie we're at it, you can find your owner's manual here :
http://www.onkyousa.com/download/own_manuals.cfm?cat=Receiver
Also, your expectations may be out of line with reality. That's a good sub when used within it's design specs, but it's not a big sub to begin with.
If anything, I'd be looking at other subwoofers first. Dayton comes to mind.