Okay, Josh, lots of points; I'll try some of them. So you have a coaxial cable which is the yellow-plugged one. Use it(assuming that you don't use it for TV) for the connection from the coaxial digital output of the player to the coaxial digital input of the receiver.
Yes, you need only one RCA plug into one RCA socket on the sub. All those 8 terminals on the sub are for high-level inputs and outputs with speaker wire, which you won't be using since you're using the generally better line-level coaxial connection. The crossover control on the sub should be turned all the way up to get it out of the way of the 90Hz crossover which the receiver will do.
Most likely the sub and coaxial cables you saw on Parts Express are the same. Any coaxial cable with RCAs can be called a sub cable. As you learned by hooking the sub up with the red and white connectors from the player cable, it isn't absolutely necessary that the sub connection be with a coaxial cable, although that's what's usually suggested because it has better shielding against interference.
When I mentioned those two online sources, I didn't mean that you shouldn't just go over to RadioShack if that would be more convenient(and save shipping expenses). They'll have coaxial and other cables of suitable length with RCAs. As far as length, be sure to get it long enough to reach the best sub position, which probably is the corner. That's enough for the moment.
