help with Gallo Sub-Amp

Just revieved my Sub amp to pair with my Ref 3.1's and Lexicon MC-12. Just wondering what would be the best way to hook everything up. I couldnt get any type of sound from the sub amp using the LFE channel, but i can using the left and right sub outs on the LEX. Put on "Another one bites the dust" by Queen to hear that nifty little bass line at the start but it wasnt much more impressive than without the Amp. I am guessing that i have everything set up wrong. Any thoughts would help,
Thanks