I just installed my stereo this past weekend. I replaced the factory sub (blown) a few months back.
You will need to connect the blue amp remote wire from the stereo to the blue wire on the harness. This should work unless your amp or speaker is bad.
If your speaker is blown, there are a few options for replacements. Many use the Kicker CVT654. I used a DVC Audiopipe, like the one here (Audiopipe TSV6R 6-Inch 150W DVC Power Subwoofer : TSVR6 : VMInnovations.com
I was really disappointed with the output of the new sub with the factory stereo. But it sounds much better with the aftermarket one.
If your amp is bad, or if you want more bass that the small 6in sub can provide, it is best to buy an aftermarket amp and sub.
I bought a the small Alpine MRV-M500 mono amp to mount under the dash and the Alpine 8in boxSBR-S83V. Working in conjunction with the factory amp, it provides a good blend of mid and low base. Of course it doesn't do the "low" bass as well as a 12in or larger sub, but it sounds great for the amount of space it takes up.