How should I connect my 2.1 system to my AV-receiver / preamplifier?
You have two different options to choose from:
1) Connect speakers via the subwoofer (left front, right front and LFE). Then you need to set speakers as "large" because the subwoofer is handling the crossover duties. This the the method Genelec recommends.
2) Do not connect speakers via the subwoofer (only LFE connected to subwoofer). Then you need to set speakers as "small" because the AV receiver is handling the crossover duties. Also make the sure the subwoofer is enabled in the options and crossover frequency is set to 80 or 85 Hz.