Agreed, a picture of the connection at least would be helpful. Does the sub have its own amp, meaning, is it plugged in or not? If not, then as jcl mentioned, you will need to have a separate amp for the sub to use it the sub preamp level output from your receiver.
You may also connect the sub to the main L&R speaker outputs and set your front speakers to "large" in the speaker setup menu, however if this sub does not have its own amp, I would probably choose to go with the separate amp setup instead as connecting it to the receiver means your receiver is powering the sub.