Do you have all of your speakers set to large? If so, only the LFE track would go to the sub - that track exists in Dolby Digital, but I don't believe there's any equivalent in matrixed surround (like Pro-Logic). So, the sub could get a signal from Dolby Digital sources, but not from regular cable.
If your speakers are set to small, or if you need help in finding out what your speakers are set at, please just let us know.