Derek,
I may be wrong, but it sounds like the subwoofer is connected using speaker wire(?). I had this connection in an all-in-one Denon system. Trouble is, which is what you've discovered, a separates amp/receiver has the usual single coaxial connection.
Sadly, the only suggestion I can make is to check the Sony amp for any other way to connect the subwoofer. Otherwise, it may be necessary to exchange the speaker system - if it's not too late!
Hopefully, it's not a problem that can't be fixed!