Other settings to keep in mind:
Even with 'bass redirection' in the creative console turned on, if you have a 5.1 sound system or these headphones, the subwoofer will begin operating in an exclusive LFE mode (that is to say, if you are watching a movie that has an exclusive LFE channel in its soundtrack, then the subwoofer will take over providing audio for that), assuming the following:
For Windows Vista/7, go to control panel -> sound -> right click your active output device -> configure speakers -> choose the appropriate channel configuration -> choose the appropriate connected speakers (any disabled speakers will send their audio to the remaining selected speakers using the appropriate matrix for mixing) -> on this next page, 'full-range' must be turned OFF for all speakers.
If your settings has that turned ON, even with bass redirection in the Creative Console turned on, and/or bass management set to be turned up, the sound may never get sent to what amounts to the 'subwoofer' channel in your headphones or 5.1 speaker system, unless it's a dedicated LFE channel.
Hope this helps.