The speakers connections have to come from an amplifier with sound coming from it in the first place. Once connected to the unit the bass signal is then extracted from the signal and the rest of the signal sent to the main speakers. The KLH will not power the main speakers on it's own. The unit will only take the two main stereo channels, from an amplifier, the left and right then go to one set of inputs and they then come out of the other two outputs.
I suggest you go over your receiver set-up instructions. See if you need to set the receiver to acknolwedge the addition of the subwoofer. It should be in your receiver set-up steps. Just as a check, hook up one of your other speakers to the subwoofer lead to see if gets audio signal. I'm guessing the issue is your receiver settings.
If you wish to get some details; check the site linked here. Pull up older posts. http://electronicshelponline.blogspot.com/ Circuit diagrams of many popular brand TVs and other devices are given.
Without knowing what they're hooked up too.. SOUNDS like your uder powering them, OR over powering them. Look at the back of the speakers the wattage is what your looking for, look at your amp, example: 1000w speaker running on 50w amp = not good.
