There's a couple of ways of doing it:
1) connect the sub to the sub out or LFE out on the receiver with a cable which has RCA jacks on each end
2) if the back of the sub has speaker inputs AND speaker outputs, connect the speaker inputs on the sub to the front speaker outputs on the receiver using speaker wire. Then connect your front speakers to the speaker outputs on the sub, also w/ speaker wire
3) another method is to use line-level jacks (using RCA cables) if your sub has line-level inputs and the receiver has extra pre-outs. I haven't tried this myself, so maybe someone who has can explain this option better
Which method to use is a matter of trial and error in terms of getting the best bass response. Method #2 can give you a better blend of bass between the sub and mains
Myself, I originally tried method #1, but found improved performance with method #2. Also, with #2, you might need to tell your receiver that the subwoofer is "Off" or "No". Sounds contradictory, but it works - the sub's crossover handles the LFE routing between mains and sub. Whereas with method #1, many receivers also have a low-pass filter on the sub out which can conflict with your sub. All depends on your gear...
[Edited by Dr. Dank on 03-25-01 at 12:40 PM]