The first thing to check is to make sure that the sub is connected to the pre-out output of the receiver, there are actually two sub outs on the Onkyo and only the one labeled pre-out will work for a powered sub such as ours.
If that's not it, I would try connecting a source directly to the sub via the left and right RCA inputs just to cut the receiver out of the loop so we can pinpoint the source of the issue. If you have an ipod with the headphone to RCA cord, or a CD/DVD player that you can connect via composite RCAs (the red and white cords) directly to the sub that's the best way to troubleshoot the sub itself. I recommend using music with a decent amount of bass for this test and if the sub produces no sound with a source directly connected to it then there may indeed be a problem with the sub. If it does produce sound then something is not properly set up in terms of the receiver settings and if that's the case I'd recommend giving us a call or logging into webchat as we can run you through receiver troubleshooting a lot quicker in real time correspondence.