Need some assistance....

I'm having problems setting up my Paradigm subwoofer (PS-1000) with my Denon AVR3803 receiver.

It says just to take the connector jack and put it in the back of the receiver where it says 'subwoofer'. Doesn't seem to work... There are also slots in the back of the subwoofer for the surround speakers. Do I connect these back in the receiver?

I currently have Paradigm Studio 40's fronts, rears and a CC.

Any thoughts on this? Thanks in advance!