Robert is correct and his links illustrate what a crossover does. In addition, I'd like to state that much of the talk of "crossovers" on this site will have to do with crossovers that are built into the A/V receiver or are adjustable at the sub. Some receivers have basic hardwired crossovers and some are adjustable. Bass management (i.e. "small" speaker vs. "large" speaker setting on the receiver) utilizes crossovers to determine what frequencies to send to the sub vs. what to send to the mains, center, etc. Each system and receiver is different and it sometimes depends on your room as to what settings you use (although setting speakers to "small" and routing all bass to the sub is a good idea for all but the most capable speakers).
Totally agree with that! Especially with inwall/inceiling speakers. Many of the "auto" setups will set the Mains to large, but when manually changing that to small and cutting the lower end off to the Inwalls is a much better way to go. Same with most Bookshelf and other speakers. Unless you have Speakers that can really handle the bass I always set the mains to small. I don't believe a lot of the specs on a 6" inwall being able to handle a 80hz and barely a 120hz base signal.