commsysman's suggestion will work, but is certainly not necessary. With modern digital receivers, setting speakers to Small enables bass management so that low frequencies from full range channels are sent to the sub. That is a simpler, more straightforward approach than his suggestion for wiring speaker connections through the sub so that it can do the bass management.
As for the differing levels mentioned by the OP, there's really no fool-proof solution for that. Movies have a dedicated .1 channel whose sole purpose is to facilitate deep bass that can play louder than anything in the full range channels. Stereo music rarely has that kind of strong bass. Bass management will redirect the lowest frequencies from the main speakers to the sub. But, it doesn't boost the levels.
But, here's the good news: Denons allow the end user to set different channel trims for each Surround Mode. Plus, there's the Quick Select function to memorize specific combinations of settings, including SW volume, for easy access. So, if you find the sub is too loud with multichannel sources, you can lower it a bit in the AVR and then that lower level will be used for that type of processing. Similarly, you can crank up the sub output in the AVR for the stereo Surround Mode and that higher trim will be used for that type of audio. You should not need to manually adjust the levels on the sub itself the way you've been doing it. Channel Trims and Quick Select are described on pp44-45 of the owners manual.