Phil, the sub is connected to my amp thru a line level connection. I used the Y cable, 1 RCA plug to the sub preout from the amp, and 2 RCA plugs to the line in of the sub.
I have done some more testings now on both CD and DVD and here what I found.
2 ch CD playback gets the sub working well, but muddies the sound. The CD playback definitely sound better in 5.1 channel connection with greater clarity and dynamics.
DVD playback didn't start the sub on auto-on well, at times where there are sub frequencies (I know this for sure because I have played the same disk at a friend's system).
In both cases, the sub output is very weak and overshadowed by my main speakers. Definitely no rumble and hair raising experience here.
Thanks for everyone's tips. At least, I know that the sub now works. It's just that it's probably a poor match. On which topic, can anybody recommend a mid priced sub that will match well with B&W speakers.