In a Dolby 5.1 mix, the .1 is a standalone track that includes its own content-- the LFE content. If you're using bass management, whatever content you're crossing over from the main speakers is mixed WITH that .1 content and sent to the subwoofer.
When you're listening to a stereo CD, if you have all your speakers set to Large, there will be no content going to the subwoofer because, as Gonk said above, when all the speakers are set to Large, bass management is not functioning. (The center speaker doesn't count on a stereo CD because there is NO CENTER CONTENT in a two-channel CD.)
No matter what you have set in the crossover frequencies -- if you have speakers set to Large -- NOTHING is being crossed over from those channels to the subwoofer. You HAVE to set speakers to Small to engage bass management for those channels. This is the same for ALL pre/pros that I'm aware of, not just the 950.
Even if you have your DVD connected with both digital and analog cables, the 950 is reading content from the DVD player using ONLY ONE of those cables. If you're getting a 950 front panel reading that you're receiving Dolby Digital when you play a DVD with a DD5.1 soundtrack, you're using the digital cable. The analog cable would not transmit that.
Chances are that when listening to a CD you'll seldom hear content as low as in the LFE track of a film. Most LFE content is "faked," that is, it is synthesized to enhance the sonic impact of the film. Unless you're listening to a pipe organ, most real world musical sources don't have sounds going that low.
Even though your ESS speakers are full-range, I would suggest to set them ALL to Small. Then, set the two front channel crossovers to 60Hz, the center to 80Hz (or 100Hz), and the surrounds to 80Hz. (It's my experience that you get a little more sense of space when the surround crossover is a bit higher than the fronts, even if the speakers can handle a wider-range load.) You should start hearing content redirected to the subwoofer now when listening to CD's.
Then just play around with the settings until you get a sound you like. The first thing I would do is play with the surround channel crossover. Put on a movie with a DD5.1 track as well as a CD in DPL2 Music mode. Try the surround crossover at 60Hz and see if you prefer the somewhat fuller bodied overall soundfield you'll get. Try it at 100Hz and see if you prefer the airier sound. (Experimenting with the amount of rear channel delay will also impact this. IMO most people use TOO MUCH delay in their surrounds.)
The potential problem with a lower surround crossover is that you may get the soundwaves cancelling each other. Your ears will tell you what to do.
Then try the front L/R channels at 40Hz and 80Hz and determine which of the three crossover frequencies you prefer. In my system with full range front speakers, I get the most musical results at 60Hz. Even with the dual woofers in the ESS speakers, I think you'll always want to crossover the lowest frequencies to your sub for the best performance.
In any case, I'd be disinclined to use the analog input from the DVD player for CD's. I would suspect that the 950's D/A conversion circuitry would be better than the Sony changer's circuitry. Of course, like everything else, you can hit the Bypass button and see which you prefer.
There IS a simple answer here. It should be possible to set bass management for one setting that generally pleases you for both movies and CD's, for two-channel and surround. While some recordings inevitably will sound better than others, that is a factor of the recording, NOT the bass management setup.
Have fun!!