Do you have the Owner's Manual for the Infinity?  I was just looking at it online and it does say that if your source has only a single sub output you will need a single male to double female Y connector, then run a pair of RCA cables to the Low Frequency L and R inputs on the sub:

"When using a single subwoofer, you MUST use a pair of stereo low-level leads from your preamplifier’s outputs ... If the preamplifier has a mono subwoofer output, you’ll also need a Male-to-Female “Y” connector to split the mono signal to the subwoofer pair".

Unfortunately, the manual does not contain a proper "troubleshooting" section - only this advice:

"If the subwoofer sound is distorted, stops playing or otherwise seems to be malfunctioning, first determine if the problem is in the subwoofer or the wiring and/or other audio components. If the problem also affects the satellite speakers, the cause is most likely in your electronics. If it is only noticed in the subwoofer, make sure that all connecting cables are correct and in proper working condition. Make sure the subwoofer is plugged in and turned on". 

Another option is that you mentioned you were using it for music. If you're only using it for music, perhaps try connecting your amp's speaker terminals to the sub's high level SPKR In terminals, then connecting the speakers to the SPKR Out terminals, and seeing how that goes...