How to set up REL Subwoofer?

For HT, you should connect an RCA (phono) cable for the .1. If you also want the sub to supplement your other speakers, then connect the REL Speakon cable to our amps speaker terminals as instructed. Both will work at the same time.

The Speakon connection routes from the speaker outputs on your amp, sending to the REL the same full-range signal that your main speakers get. The REL then applies a low-pass filter to that signal -- which you adjust on the REL for level and frequency -- and plays the lowest bass to supplement your main speakers. (Alternatively, you can send a pair of RCA interconnects to REL from a preamp output, but the Speakon is the preferred method.)

The .1 or LFE from your AV receiver is a separate channel in the mix, which contains Low Frequency Effects. While the Speakon connection is filling in the lowest octave that your main speakers may be missing, the LFE channel is supplying special effects created in the mix just for the subwoofer. You can hookup the REL with either the Speakon or the LFE, but the great thing about it is that you can hook them both up and they give you both bass supplement and LFE.

I know I haven't done the best job of explaining this. I hope it's clear.

I wouldn't worry now about the cables you are using, Get used to the sound of the REL first and spend some time getting it properly dialed in. Then you can think about cable upgrades.