You probably have the speakers set to "Large". They should be set to "Small" in the configuration. They should be on this setting anyway. If you let us know which speakers you have someone can give a suggestion on what to set the sub crossover (on the receiver) to, but 100 Hz is a decent starting point. The sub should also be set to "On", not the "Plus" setting Pioneer usually has.
Like the other posters have stated, if your speakers are set to LARGE then the receiver considers them to be full-range. This implies that they can handle all content, including low bass. Because they are believed to handle low bass there is therefore no need to route anything to the subwoofer.
Set the speakers to SMALL and set the crossover appropriately.