If you have your speakers set to Large, the amp thinks that they are full range speakers, able to reproduce frequencies from 30Hz, or better, and up. So it sends the full range of audio (deep bass and all) to your front speakers, thinking it does not need to cross the audio over at some point and send certain sounds to your sub.
And with the Bass Out setting set to SWFR, basically you are telling the amp that bass signals below the pre determined crossover e.g. 60Hz from speakers set to SMALL are to go *only* to the sub along with any dedicated LFE signal e.g. the .1 in a DTS track.
That is why you are getting no bass when just your front speakers are playing. Because as far as you amp is concerned, everything, including bass, is being played by your front speakers and the sub is not needed.
So now you have two options;
You can set you front speakers to SMALL, telling the amp that your speakers are only able to play flat down to a certain frequency, and then after that, you need the sub to play anything lower.
So as mentioned above by zumbo, if you speakers can go down to 40Hz, you may consider a 60hz crossover.
This way, your speakers will be playing all the audio range down to 60hz, and then the Amp will start to roll the signal off, sending the rest of the audio i.e. 60hz and lower, to the sub.
OR
You can leave your front speakers set to Large, if you think that it still sounds better, but this time set your BASS OUT setting to BOTH.
This does a number of things.
But the thing that will effect/help you most, is that the amp not only sends the full range of audio/bass to the front speakers, (so they can play as much as they physically can), but it also sends the same audio to your sub according to your crossover again, AS IF your front speakers were set to small. So here your speakers will be getting full range audio, and so will you sub.
Now this may sound fine, but the general problem is that the sub now will not blend in smoothly, intergrate, with your speakers, and at certain frequencies, like at the crossover point, you may had 'loud' boomy notes, or quiet spots etc. as certain frequencies are being cancelled, or reinforced etc.
So that is why I, and many others (Audioholics even has an article on this I think), would highly recommend that you set your front speakers to small and go from there, finding out which is the best crossover to get a near seamless integration with you sub, and then leaving your Bass Out setting on SWFR.
It of course can get a lot more complicated than this, but I hope that that all made some helpful sense.
Hopefully it will all work ok.
Cheers
KJ
PS if anything i have said here is incorrect, please let me know