Hi Martin,
Thanks to the Home Theater set, adding subs is one of the most missunderstood areas of Hi Fi.
The Sub out from your DVD will probably be set to either 100 hz, 120 hz or 80 hz. and will only work as designed with DVD's with 5.1 encoding, not CD's with no encoding. So when listening to CD's either non of the sub frequencies will be coming out of the sub out, or the whole frequency range.
The next problem is powered subs. These have RCA inputs that crossover the frequencies at the desired point and then send the lows to its own amp to drive the sub and some outputs to go the the main power amp for your main speakers. The crossovers are normally First order or 6dB/octave, if you turn your mains off you will still hear voice from the sub - not good. Some with have Second order or 12dB/octave, stll not good enough. What you need is Third order, 18 dB/octave or Fourth order, 24dB/octave. Every few powered subs have these crossovers.
The best way to add a sub is the have the interconnects from the Pre Amp to an active crossover of 18dB or 24 dB then going to the separate amps for mains and sub. This works for 2 channel or 5.1/7.1 If using multi channel, turn the Sub Off on the meneu of the DVD or 5.1 amp if using one.
There are plently of DIY crossovers on the net (read up on the subject at
www.linkwitzlab.com and
http://sound.westhost.com/ ), or buy a second hand pro audio unit such as a Rane or DOD.
Adding a sub is worth while, but it will take a lot is experimenting with frequencies and levels to get the required result, and your mains may not be suitable or will need modifying, if you have normal vented mains, block the vent, the vent is onlt their for the low frequencies and it will not interact well with the sub if you do not.
The goal is to have a seemless sound with no noticable low frequencies, just natural sound (another thing you will not get from a powered sub).
Mark