The two reviews of those connectors on the Radio Shack site say that they aren't any good (as you mentioned, too), so it's entirely possible that the connectors are to blame here.
You don't need to use all four wires. Using two of them should do something - just be sure to use the same colors on the same parts of the connectors on both ends of that in-wall cable.
If you wanted to give something else a try (and you could return these to Radio Shack if they work or not), I'd say try
these cables. They have a male RCA connector on one end, a six-foot cable, and stripped wires on the other end. It would be really easy to connect those two bare wires to two of the wires in that in-wall cable. Just get two of them (one for the sub end and one for the receiver end) and see if you can get that to work. If so, then you know that the concept will work for you. You could replace those cables with better RCA connectors, or just leave them on.