Hang on....
I'm Just checking before you buy any new kit... This is the exact same setup I have, same amplifier from eBay and hooked into a Yamaha Sub (SWT-80). In setting mine up there were a number of 'Gotchas' that can make it seem like the amp was broken, when actually it wasn't.
Firstly is the power supply DEFINITELY pushing out sufficient power? The first power supply I was using (piece of cheap crud) didn't push out a constant 2A so although the light would come on, no sound came out. Hooking it up to a better PSU fixed that.
Secondly Does your sub have 2 inputs?, if so do you have it hooked up like this?