Bought the wrong subwoofer!

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. 

you can connect so volume of sub goes up and down with mains, but the best connection for my rel is with the mains at high level. the blend is seamless