The previous method is the best, but if your sub doesnt have outputs, you could try wiring in series or parallel (not recommended, maths involved, and can cause damage to amps) or get some sort of line split. Problem with the line split is if the original amp (i.e. your stereo receiver) doesn't push enough power through the cabling, signal quality will be degraded.
Stick with what N_Raged said, if you can.
I used another out with my reciever, such as Tape or Aux out. You have to match the volume though, which takes time. Basically you would then only be changing the volume from the computer, not with the reciever because the sub isn't being told to turn itself up or down when you turn the speakers up or down. Still, highest quality way to go without a pre-amp.