My opinion is to do it differently than shown in the speaker system manual. How they have it is with the subwoofer unit doing the bass management. So they have the front speakers set to Large, then run to the "speaker in" jacks on the subwoofer (and then separate speaker wires from the sub-woofer "speaker out" jacks to the front speakers). In this set-up the sub is using its own cross-overs to pull the low base from the receiver's front speaker outputs.
I think you are better off to use the bass management capabilities that your receiver has. Set all speakers to small, and run the fronts, center, and side surround speaker outputs to the five smal speakers directly. Then, run a RCA-type cable from the LFE out of the receiver to the LFE input on the sub. In your receiver menus, beside having all speakers set to Small, also set the sub-woofer to ON. Assuming there is a cross-over adjustment on your subwoofer, set it as high as possible, and then set the receiver's cross-over frequency to where you want the cut-off to occur between the 5 little speakers and the sub (80 Hz is not bad as a starting point, although maybe even a little higher would be appropriate for those speakers). The level adjust on the subwoofer should be set around mid-range to start, or maybe a little above mid-range.
You're receiver has the automated set-up with a microphone, so once the speakers and sub are connected, the auto set-up process will probably get most of the above right, and also balance the levels and distance settings for all of the speakers. You may still need to play with the sub's level and polarity setting a bit, though.
In short, do things the way your receiver manual recommends, and NOT the way the speaker manual says.