Are you using high-voltage posts for your sub (speaker posts)? If not, then you are using an RCA connector to a coax cable. Depending on the type of connector you have out of your wall (RCA or "cable"-style?), you may need a simple adapter that should be fairly easy to find.

If you are using high-voltage posts for your sub, then coax was not a good move for now (altough it will eventually be as you upgrade equipment).

See Mojo's signature