I thought I'd post this up in case anyone else has come across the same problem.
I was getting feedback out of my sub when I tried to connect my playstation or ipod or any other component through the RCA connectors. After doing some research on the web and reading about ground loops etc and all the various ways to fix the problem, I found the easiest solution.
If you have this problem, your subwoofer cable is backwards. If you look at the cable it should have an arrow showing the direction of the sound ie the arrow should be pointing from the receiver to the sub.