Sorry, I didn't think you were actually wanting to set the thing up.
Left/right outputs from the amp go to the subwoofer left/right inputs.
Left/right outputs from the subwoofer go to the bookshelf speakers.
The idea is basically that you're sending the full frequency range to the subwoofer, letting it do the crossover instead of your receiver/amp. The sub will "keep" the low frequencies and pass the rest on to the speakers. If your receiver/amp has speaker settings of "large" or "small," setting them to large will effectively turn off the receiver/amp's bass management, ensuring the full range gets sent to the subwoofer so it can do that job.
In theory if you are just adding the old subwoofer to your setup, keeping your current subwoofer connected to the sub out, it will mostly just go towards expanding the lower frequency range of your left and right speakers, taking some of the load off your other sub. Surround channel and center channel bass will still go to that one and of course it will also be handling any of the low frequency effects (LFE) or the .1 in Dolby Digital or DTS audio tracks.
It depends on what the crossover on the output of the sub is - older passive subs often have a high, fixed crossover point which may under utilize your mains. It may be better to leave your mains the way they are and simply connect the sub via the "b" terminals of your receiver or pick up a cheap amp, use a Y from the subwoofer output or daisy chain it from the current sub if it has an output.
If you found it there, it could be broken, of course. If you're in doubt, disconnect the "Output" leads from the sub, and you should hear the bass range of the signal.
I'm going to guess that you didn't hear a difference because the crossover on your receiver is set to send all of the information to your regular sub. That sub probably isn't going to get any info unless you set your speakers to large or if you have the "double bass" option on your receiver.