Connecting a sub to amp pre-amp outs?

Yes, it is done.
Go get yourself one or two quality "Y" adapter cables.
Place the "Y" adapter's from pre-out left & right (only use both if your sub has left & right inputs).
Run one set of IC's from the Y's to your sub and the other set of IC's (L&R) back into your pre-in (L&R).
This allows you to run your main speakers full range and hopefully your sub is equiped with pass filters to tailor crossover points.
This is probibly the eazest way to do it, there are much more involved setups you can use.
Hope this helps & good luck.

What subwoofer and for what use (HT or music)? Many subs (like REL for example) work much better for playing 2 channel music, if they are connected to the high pass speaker cable connection. The pre-out is usually better for HT surround.

The problem (I think --if I understand your set up correctly) is that if you output from the preamp outs on your amp to the sub you will not have control over the volume in proportion to the level you are playing the amp at.

Thanks for all the input. I am primarily a music listener. Thanks to all who have commented on my question. The sub is an Infinity Servo Sub which seems to match very well with my Paradigm Reference 20 v.2 monitors. My amp is an Arcam Alpha 8R integrated.

Reading Wizard454's comments, I'm not sure why I would run a pair of IC's to the sub from a Y adapter attached to the Pre-outs on the amp and then another pair of IC's from that Y adapter back to the Pre-in on the amp. I guess I don't understand the concept involved and it doesn't help that my amp's manual and the sub manual don't talk about that alternative.

If the sub has pre ins and outs you can go from the Adcom to the sub from the pre-outs of the Adcom then from the sub to your main amp. This means that you will be using the crossover in the sub and it may or may not be bad for the sound of your main speakers. I prefer to use "Y" cables if the preamp doesn't have two sets of pre-outs and send one signal to the sub and the other to my main amp. This way the sub can be set to roll off the bass at a low frequency such as 63hz and the main speakers can still run full range without the detrimental effects of the subs crossover.
Some prefer to use the sub crossover to take the bass out of the main speakers because it frees up the midrange and takes some of the strain off of your main amp. You can try it both ways and see which one you like.