In the setup screen, under "Speaker Set," make sure "Subwoofer" is set to "Yes."
Also, if all the other speakers are set to "Large," then only the LFE (Low Frequency Effects) channel available with movies will be directed to the subwoofer. This means that the sub will not produce sound if you are playing 2 channel music CDs.
On the other hand, if all the other speakers are set to "Small," then all the low frequency energy for all channels will be directed to the subwoofer.
Here is your manual
Hope this helps.