That is correct. Have you Missions wired to ''Speaker A'' and then wire the Sub to ''Speaker B''. When you want the Sub to work then all you have to do is have ''Speaker A+B'' selected on the am''Speaker B'' will then feed a signal to the Sub the Sub volyme will change when you use the Sony Amps volume control. As long as you buy an ''Active'' Subwoofer then you don't need to worry about the Amp powering the Sub as it will just take the signal from ''Speaker B'' and then use it's own built in Amp to do the work.
If you do decide to get a Active Subwoofer make sure you fine tune the settings as you don't want it overpowering the music, so many people just turn the volume up to max and it sounds terrible, Subs need to be seen, not heard.
Out of interest, have you tried just Single wiring the missions as Bi-Wiring doesn't really bring that much improvement.
I guess it comes down to your budget, a subwoofer could be a nice cheap solution, if you do fancey upgrading our speakers or amp then you would really need to have a demo. Quiet a few people use Subwoofers with their set ups and they can make alot of difference, depending what style of music you listen to it could well worth adding a sub, you may be surprised at the results it can bring