No you shouldn't have to turn it up to the max to be able to hear it. Although you dont want it overtly loud, or shouldn't anyway.
Turn it back down again and check the settings within your amp. Make sure you have the sub asigned and turned on within your amp. Set to LFE only. Set the crossover in your amp at 80 - 100 Hz. Then set the crossover on your sub to max so you dont get double filtering. Now turn the gain on your sub to around 40% then take it from there. You should tell the difference even with those settings.
Another point is to check the channel levels with a SPL if you have one.
Good luck.
P.S. Just had loads of fun trying to set mine up recently. Then suddenly it all came to life