As others have said, check your manual and make sure you have set the receiver to output a signal to the subwoofer. I am not sure with your particular model, but I believe that telling it to output bass to "both" will not send anything to the subwoofer output if you have the subwoofer setting at "no" or "off" or whatever it is called; the "both" setting is telling the receiver to send the bass from the main channels to both the subwoofer and the main channels IF THE MAIN CHANNELS ARE SET TO "LARGE" AND THE SUBWOOFER SETTING IS "ON". (You don't want to use "both" unless you have main speakers that can reproduce bass.) This is the most likely problem, unless you have the level control on the subwoofer turned all the way down (check that right away, too, and start it out at about half way up to make sure it works, with the volume low on your receiver).
If you want to test your subwoofer to make sure it works, you can select a CD that has a lot of deep bass, and hook up the analog output of your CD or DVD player directly to the subwoofer (one channel is all that is needed; this is just a test, not a suggested hookup for listening). But I would read the manual and go into the setup menu of the receiver, and make sure you have told it that there is a subwoofer connected.