My receiver would not send audio to the sub (with music) if my front speakers were set to "large". I had to set them to "small" OR I had to set the subwoofer to "plus". I have a Pioneer receiver, and the sub settings are "yes", "no" or "plus". I always use the "plus" mode for my sub, that way it's always working regardless of what I change my speaker setting to.
But generally, you want to set your mains to small, unless they really are capable of generating similar low frequencies like a subwoofer can.