Direct mode vs stereo mode & bass management

I currently have an Integra DTR 7 A/V receiver and am using it as a pre-pro. I have separate amps for all channels, plus a subwoofer. The sub is connected via the sub pre-out on the receiver. I am running my CD player through the receiver (analog) and have a choice between 'direct' and 'stereo' modes when listening 2-channel. Problem is I like the sound of 'direct' better but in this mode I by-pass the sub.
My question is: How do I best incorporate the sub using 'direct' mode. I know I can connect the sub using the speaker-in connections and running my fronts from the sub, but any other way? (ICBM?) How does a regular 2-channel pre-amp work? Other suggestions? Thanks!