jmtb02, just to make sure that it's clear, you can't power the sub through the RCA subwoofer output from your receiver. The RCA jack sends out a very low power signal, so when you connect that to your subwoofer, you won't hear anything. The cone in the subwoofer needs to be powered just like your other speakers. So, like the others have said, you'll need to use an amplifier.
You can run it from your receiver (which contains amplifiers), but I don't think that you could control the frequencies going to your subwoofer versus your speakers doing it that way, so it might not sound right. A separate amp would be best, and using an old receiver (like MDS said) is a nice, inexpensive option if you have one around. I'm actually powering a sub using an amp from a set of computer speakers, but that required me to modify some wiring inside of the box...an option if you're good at that kind of stuff.