Does your sub have speaker level inputs and outputs? If so, run the L&R speaker cables from the Icon to the sub, then run a pair of speaker wires from the sub's speaker outputs to the satellites. This will allow the crossover in the sub the send the high pass signal to the satellites, but strip off the low frequncies which will be handled by the sub.
Your other choice is the run the satellites full range and connect the sub via the line-out of the Icon. You'll need a 1/8' stereo to dual L&R Female RCA adapter for this. I bought mine at Radio Shack. In this config you'll just set the Xover on the sub to around the lower cutoff frequency of the satellites and use the sub for bass reenforcement and depth. There may be a bit of cross over between the sats and sub. If so, lower the crossover frequency of the sub.
Enjoy,
TIC