Hi Clo, to connect a sub to your system you would leave the system as-is and then run a separate pair of speaker cables from the amplifier to the subwoofer - to do this you need a subwoofer that has what looks like speaker terminals on it. You will not be able to eliminate low frequency information going to your monitors in such a setup, but I think you would still find substantial improvement in the areas that concern you. I have had Arros for a few years and agree with the other posters; for HT use your best bet is probably to keep your monitors and add a sub.
As far as the Arro's efficiency is concerned, the speaker may be physically small but in my experience it requires quite a bit of current to maximize its dynamics, which are inherently compromised due to the speaker's design. It's a great speaker, but in my experience if you are looking for big dynamics and bass energy you should look elsewhere. Your mileage may vary, as always.