If you chose LFE Only and your main speakers set to Large you will only hear the sub when you listen to sources(primarily movies) with a 5.1 soundtrack. The .1 is LFE, yes, contains low frequency effects or sometimes bass on 5.1 music dvd's or MCH music sources.
If you want to hear your sub in action with a conventional CD, set the sub to L/R+Sub. This will direct some of the bass from the left & right speakers to the sub. May sound better, may not. Let your ears decide.