Yep, as Ken mentions, you need to rerun the test tones for each speaker and set the dB levels to match, normally 75dB. If your receiver didn't come with a setup mic to do this, I would recommend you hunt down a Radio Shack SPL analog meter, so you can get all your speakers and subs to the same levels, this will make a HUGE difference.
The sub should be connected to the Sub LFE out jack on the receiver to the RCA Line IN jack on the sub, not using the high level hookups your using. For movies you want this for low LFE.
Also, the crossover on your sub should be set to the highest setting, or bypass if that is an option. You want to handle the bass management within your receiver, set all speakers to "small" and start with 80hz, as a crossover frequency, you can adjust this a little, but that is THX recommendation.
