I've had this problem for a year and have exchanged two SACD players, called the manufacturer (Sony - they blamed the receiver), and written to magazines (
http://www.hometheatersound.com/letters.shtml)
Here's what I think.
The two standards (DVD/SACD and THX) are not compatible as there's a 10db boost with THX. You need two receivers with the speaker volume calibrated separately for both.
Alternately, you can have two subwoofers with the SACD/DVD sub output going directly to the subwoofer and bypassing the receiver.
I tried to boost my SACD bass by 10db but there's not enough "oomph" in my controls (receiver plus SACD player) to get that far. Besides, you'll pick up some distortion with a 10db boost. It's better to bring the fronts and sides down 10 db for THX.