Bought the wrong subwoofer!

I guess the old adage applies here; - - -  "you get what you pay for".

There is simply so much information and tech available on the REL website, I'll admit that I'm somewhat shocked that you didn't research before buying. That virtually applies to any and all audio gear. ESPECIALLY a product that you have no reasonable way of auditioning or at least talk to a knowledgeable sales tech, who could easily walk you through the pros and cons before you buy. REL offers so much more than just adding another low frequency octave. REL is arguably, the "best of the breed".

I posed this same question to Legacy before connecting sub. Should I high-pass as described by @elliottbnewcombjr? Not with these speakers, they said. With electrostatics or other bass-shy mains, maybe so, but better results with Legacys, which play flat to 31Hz, rolling off to 22, when you use preamp line out to sub, let the mains run full-range, and cross the sub at 31Hz (top of Octave0). @ozzy obviously agrees. Anyhow, I am following this advice with good results. Depends on what mains you are using, however. 

Personally, I've never cared for sub's. I prefer big that don't need a sub. There is no substitute for big. 

SVS are such marketed and over rated subs. Some of the reviews on them are laughable. REL are way nicer.

Of course you can piggieback on the same speaker terminals.