You shouldn't have to switch them to get CD vs DVD sound, just leave them on the connections for DVD and it should work, and vice versa in most cases, since it doesn't care if it is a CD or DVD as to which output it uses - both should work, in other words. If not, something needs to be configured in the player itself. Connecting the sub directly to the player will mean you cannot control the volume of the sub; meaning when you adjust the volume of the speakers, it will not affect the sub.